+93.4%
PTEN vs PEGA
-48.2%
+141.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.5% |
| 7D | -1.7% | -6.1% | +4.5% | -0.7% |
| 30D | +18.6% | +6.4% | +12.2% | +17.2% |
| 3M | +12.5% | +2.9% | +9.5% | +11.0% |
| 6M | +41.9% | -23.8% | +65.7% | +47.0% |
| YTD | +117.8% | -41.1% | +158.8% | +135.8% |
| 1Y | +145.3% | -38.2% | +183.5% | +161.6% |
| 3Y | -2.8% | +49.8% | -52.7% | -17.0% |
| 5Y | +93.4% | -48.0% | +141.4% | +123.9% |
| All | +93.4% | -48.2% | +141.6% | +123.9% |
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