-3.1%
PTEN vs PEGA
+41.6%
-44.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | -2.2% | -8.6% | +6.5% | -0.8% |
| 30D | -8.0% | -10.1% | +2.1% | -6.7% |
| 3M | -5.0% | -4.7% | -0.3% | -4.9% |
| 6M | -10.6% | -8.0% | -2.7% | -10.6% |
| YTD | +75.5% | -47.1% | +122.6% | +97.4% |
| 1Y | +70.2% | -47.5% | +117.6% | +91.3% |
| All | -3.1% | +41.6% | -44.8% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling