-16.5%
PTEN vs PEGA
+180.6%
-197.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.7% |
| 7D | +2.8% | -5.3% | +8.1% | +4.2% |
| 30D | +17.6% | +8.3% | +9.3% | +14.8% |
| 3M | +8.2% | +8.9% | -0.7% | +4.0% |
| 6M | +38.1% | -19.7% | +57.8% | +43.0% |
| YTD | +117.3% | -39.9% | +157.2% | +141.0% |
| 1Y | +146.1% | -36.4% | +182.5% | +166.1% |
| 3Y | -3.0% | +52.8% | -55.8% | -25.9% |
| 5Y | +93.5% | -45.7% | +139.1% | +110.2% |
| All | -16.5% | +180.6% | -197.1% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling