+467.0%
TEAM vs PEGA
+99.2%
+367.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +3.0% |
| 7D | -17.2% | -10.0% | -7.2% | -12.0% |
| 30D | -25.1% | -12.7% | -12.4% | -19.1% |
| 3M | +3.9% | -4.6% | +8.5% | +7.3% |
| 6M | +69.1% | -13.1% | +82.2% | +85.5% |
| YTD | -4.5% | -47.6% | +43.1% | +35.4% |
| 1Y | -1.9% | -47.0% | +45.2% | +37.8% |
| 3Y | -9.3% | +42.0% | -51.3% | -33.7% |
| 5Y | -65.2% | -47.8% | -17.3% | -57.3% |
| 10Y | +467.0% | +92.0% | +375.0% | +309.3% |
| All | +467.0% | +99.2% | +367.8% | +309.3% |
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