+15.1%
TEAM vs PEGA
-44.4%
+59.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -13.7% | -2.9% | -10.9% | -11.6% |
| 30D | -3.4% | -0.5% | -3.0% | -3.3% |
| 3M | +72.1% | +8.5% | +63.6% | +62.3% |
| 6M | +103.8% | -6.3% | +110.1% | +111.3% |
| YTD | +17.1% | -42.2% | +59.3% | +60.2% |
| 1Y | +15.1% | -43.4% | +58.5% | +61.6% |
| All | +15.1% | -44.4% | +59.5% | +61.6% |
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