-18.3%
TE vs PEGA
+48.1%
-66.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -4.2% | +14.2% | +10.8% |
| 7D | +18.2% | -2.4% | +20.6% | +18.7% |
| 30D | -13.5% | +9.6% | -23.1% | -15.3% |
| 3M | -44.6% | +2.3% | -46.9% | -45.3% |
| 6M | -24.7% | -23.9% | -0.8% | -20.4% |
| YTD | -24.3% | -39.8% | +15.5% | -15.3% |
| 1Y | +155.6% | -37.4% | +193.0% | +182.5% |
| 3Y | -18.3% | +53.1% | -71.4% | -35.1% |
| All | -18.3% | +48.1% | -66.3% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling