+779.5%
PTEN vs PEGA
+1,154.6%
-375.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.1% | +2.5% |
| 7D | -1.0% | -2.4% | +1.4% | -0.7% |
| 30D | +29.3% | +9.6% | +19.7% | +27.6% |
| 3M | +7.2% | +2.3% | +4.9% | +6.0% |
| 6M | +43.5% | -23.9% | +67.4% | +46.9% |
| YTD | +113.2% | -39.8% | +153.0% | +123.4% |
| 1Y | +135.1% | -37.4% | +172.5% | +144.4% |
| 3Y | -4.8% | +53.1% | -58.0% | -13.9% |
| 5Y | +94.6% | -47.2% | +141.8% | +96.1% |
| 10Y | -24.2% | +174.3% | -198.5% | -36.9% |
| All | +779.5% | +1,154.6% | -375.0% | +539.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling