+34.9%
PTEN vs PEGA
-45.8%
+80.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.7% |
| 7D | -2.2% | -8.6% | +6.5% | -0.8% |
| 30D | -8.0% | -10.1% | +2.1% | -6.8% |
| 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% | +92.4% |
| 1Y | +70.2% | -47.5% | +117.6% | +86.5% |
| 3Y | -3.7% | +40.2% | -43.9% | -16.8% |
| 5Y | +34.9% | -45.7% | +80.7% | +43.4% |
| All | +34.9% | -45.8% | +80.8% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling