+196.7%
TECH vs PEGA
+99.2%
+97.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +1.2% |
| 7D | +0.2% | -10.0% | +10.2% | +3.1% |
| 30D | +0.5% | -12.7% | +13.2% | +4.1% |
| 3M | +0.9% | -4.6% | +5.4% | +1.3% |
| 6M | +51.0% | -13.1% | +64.1% | +53.8% |
| YTD | +24.4% | -47.6% | +71.9% | +45.0% |
| 1Y | +27.6% | -47.0% | +74.6% | +47.8% |
| 3Y | +29.9% | +42.0% | -12.1% | +1.4% |
| 5Y | -40.6% | -47.8% | +7.2% | -36.9% |
| 10Y | +196.7% | +92.0% | +104.8% | +123.4% |
| All | +196.7% | +99.2% | +97.6% | +123.4% |
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 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