+475.2%
TEAM vs PEGA
+175.4%
+299.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.2% | -2.8% | -4.7% |
| 7D | -5.7% | -2.4% | -3.3% | -4.3% |
| 30D | +18.3% | +9.6% | +8.7% | +12.9% |
| 3M | +80.2% | +2.3% | +77.9% | +79.2% |
| 6M | +111.0% | -23.9% | +134.9% | +145.8% |
| YTD | +8.8% | -39.8% | +48.6% | +41.9% |
| 1Y | +2.2% | -37.4% | +39.6% | +29.1% |
| 3Y | -14.6% | +53.1% | -67.7% | -39.8% |
| 5Y | -53.8% | -47.2% | -6.5% | -44.7% |
| 10Y | +475.2% | +174.3% | +300.9% | +238.6% |
| All | +475.2% | +175.4% | +299.8% | +238.6% |
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 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