-53.4%
TE vs PEGA
-12.0%
-41.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.0% | -8.7% | -7.2% |
| 7D | +0.9% | -5.3% | +6.2% | +2.1% |
| 30D | -16.3% | +8.3% | -24.6% | -18.1% |
| 3M | -40.8% | +8.9% | -49.7% | -43.2% |
| 6M | -42.6% | -19.7% | -22.9% | -40.6% |
| YTD | -31.4% | -39.9% | +8.5% | -23.8% |
| 1Y | +144.9% | -36.4% | +181.3% | +167.4% |
| 3Y | -26.0% | +52.8% | -78.8% | -40.3% |
| 5Y | -48.5% | -45.7% | -2.8% | -51.9% |
| All | -53.4% | -12.0% | -41.4% | -57.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling