+34.1%
TECH vs PEGA
-38.8%
+72.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.2% |
| 7D | -0.1% | -6.1% | +6.1% | +0.7% |
| 30D | +0.3% | +6.4% | -6.1% | -0.6% |
| 3M | +32.9% | +2.9% | +30.0% | +32.7% |
| 6M | +32.1% | -23.8% | +55.9% | +36.4% |
| YTD | +23.4% | -41.1% | +64.4% | +31.7% |
| 1Y | +34.1% | -38.2% | +72.3% | +42.8% |
| All | +34.1% | -38.8% | +72.9% | +42.8% |
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 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