-2.1%
TEAM vs PEGA
-46.7%
+44.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -1.8% |
| 7D | -16.9% | -4.6% | -12.4% | -13.4% |
| 30D | -26.8% | -6.8% | -20.0% | -22.4% |
| 3M | -1.9% | +2.6% | -4.5% | -3.2% |
| 6M | +79.2% | -5.4% | +84.5% | +88.0% |
| YTD | -6.1% | -46.0% | +40.0% | +35.8% |
| 1Y | -2.1% | -45.6% | +43.6% | +41.1% |
| All | -2.1% | -46.7% | +44.7% | +41.1% |
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