-53.2%
TE vs PEGA
-7.9%
-45.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | -4.0% | +3.3% | -7.3% | -4.8% |
| 30D | -15.9% | +17.7% | -33.7% | -19.3% |
| 3M | -60.5% | +5.8% | -66.3% | -61.7% |
| 6M | -35.2% | -20.3% | -15.0% | -32.7% |
| YTD | -31.1% | -37.1% | +6.0% | -24.2% |
| 1Y | +148.6% | -30.2% | +178.9% | +165.4% |
| 3Y | -26.4% | +48.1% | -74.5% | -39.9% |
| 5Y | -48.0% | -46.8% | -1.2% | -51.8% |
| All | -53.2% | -7.9% | -45.2% | -57.2% |
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