+452.0%
TEAM vs PEGA
+94.9%
+357.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -1.3% |
| 7D | -16.9% | -4.6% | -12.4% | -14.6% |
| 30D | -26.8% | -6.8% | -20.0% | -23.8% |
| 3M | -1.9% | +2.6% | -4.5% | -2.6% |
| 6M | +79.2% | -5.4% | +84.5% | +87.6% |
| YTD | -6.1% | -46.0% | +40.0% | +31.0% |
| 1Y | -2.1% | -45.6% | +43.6% | +35.5% |
| 3Y | -13.6% | +43.2% | -56.8% | -37.2% |
| 5Y | -65.8% | -45.3% | -20.5% | -59.2% |
| All | +452.0% | +94.9% | +357.0% | +282.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling