-48.8%
TE vs PEGA
-46.7%
-2.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +2.1% | -9.6% | -7.6% |
| 7D | -13.6% | -4.6% | -9.0% | -13.4% |
| 30D | -37.7% | -6.8% | -30.9% | -37.5% |
| 3M | -59.8% | +2.6% | -62.4% | -60.3% |
| 6M | -66.3% | -5.4% | -61.0% | -65.8% |
| YTD | -70.5% | -46.0% | -24.5% | -55.5% |
| 1Y | -48.8% | -45.6% | -3.2% | -22.3% |
| All | -48.8% | -46.7% | -2.1% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling