+631.8%
TEAM vs PEGA
+135.9%
+495.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -3.5% | -12.7% | -14.2% |
| 7D | -19.8% | -4.5% | -15.3% | -17.5% |
| 30D | -21.5% | -5.7% | -15.8% | -18.7% |
| 3M | +39.5% | +2.7% | +36.8% | +39.1% |
| 6M | +73.1% | -10.5% | +83.6% | +86.9% |
| YTD | -5.2% | -45.4% | +40.2% | +31.6% |
| 1Y | -1.6% | -44.7% | +43.2% | +35.2% |
| 3Y | -11.4% | +45.7% | -57.1% | -36.1% |
| 5Y | -65.1% | -45.3% | -19.8% | -58.4% |
| 10Y | +471.3% | +102.6% | +368.7% | +231.8% |
| All | +631.8% | +135.9% | +495.9% | +292.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling