-50.3%
TEAM vs PEGA
-46.5%
-3.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.7% | -2.1% |
| 7D | -0.4% | +3.3% | -3.7% | -2.2% |
| 30D | +67.3% | +17.7% | +49.5% | +53.9% |
| 3M | +86.8% | +5.8% | +81.0% | +81.8% |
| 6M | +146.8% | -20.3% | +167.1% | +179.0% |
| YTD | +16.9% | -37.1% | +54.1% | +48.0% |
| 1Y | +12.8% | -30.2% | +43.0% | +33.8% |
| 3Y | -7.3% | +48.1% | -55.4% | -33.3% |
| All | -50.3% | -46.5% | -3.9% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling