-79.9%
TE vs PEGA
-21.0%
-59.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +2.1% | -9.6% | -8.0% |
| 7D | -13.6% | -4.6% | -9.0% | -12.8% |
| 30D | -37.7% | -6.8% | -30.9% | -36.8% |
| 3M | -59.8% | +2.6% | -62.4% | -60.5% |
| 6M | -66.3% | -5.4% | -61.0% | -66.8% |
| YTD | -70.5% | -46.0% | -24.5% | -66.6% |
| 1Y | -48.8% | -45.6% | -3.2% | -41.8% |
| 3Y | +31.3% | +43.2% | -11.8% | +6.3% |
| 5Y | -82.0% | -45.3% | -36.8% | -83.0% |
| All | -79.9% | -21.0% | -59.0% | -81.2% |
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