-45.4%
TE vs PEGA
-48.2%
+2.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.3% |
| 7D | +15.0% | -6.1% | +21.1% | +16.9% |
| 30D | -7.5% | +6.4% | -13.9% | -9.4% |
| 3M | -42.0% | +2.9% | -44.9% | -43.7% |
| 6M | -31.4% | -23.8% | -7.6% | -27.4% |
| YTD | -26.5% | -41.1% | +14.6% | -16.0% |
| 1Y | +153.1% | -38.2% | +191.3% | +183.7% |
| 3Y | -20.7% | +49.8% | -70.5% | -40.5% |
| 5Y | -45.4% | -48.0% | +2.6% | -27.4% |
| All | -45.4% | -48.2% | +2.7% | -27.4% |
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