-3.3%
TEAM vs PEGA
-37.5%
+34.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.2% | -2.8% | -3.8% |
| 7D | -5.7% | -2.4% | -3.3% | -3.8% |
| 30D | +18.3% | +9.6% | +8.7% | +11.0% |
| 3M | +80.2% | +2.3% | +77.9% | +75.7% |
| 6M | +111.0% | -23.9% | +134.9% | +139.1% |
| YTD | +8.8% | -39.8% | +48.6% | +36.3% |
| All | -3.3% | -37.5% | +34.2% | +17.2% |
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