+179.7%
TECH vs PEGA
+191.9%
-12.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.2% |
| 7D | +0.1% | +3.3% | -3.2% | -0.8% |
| 30D | +0.7% | +17.7% | -17.0% | -4.1% |
| 3M | +36.3% | +5.8% | +30.6% | +32.4% |
| 6M | +25.6% | -20.3% | +45.8% | +31.9% |
| YTD | +23.7% | -37.1% | +60.8% | +37.6% |
| 1Y | +37.6% | -30.2% | +67.8% | +47.1% |
| 3Y | -6.6% | +48.1% | -54.7% | -26.6% |
| 5Y | -42.2% | -46.8% | +4.6% | -37.9% |
| All | +179.7% | +191.9% | -12.2% | +85.1% |
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 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