+29.4%
TECH vs PEGA
+44.6%
-15.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.3% |
| 7D | +0.2% | -4.6% | +4.8% | +1.0% |
| 30D | +0.5% | -6.8% | +7.3% | +1.6% |
| 3M | +1.0% | +2.6% | -1.6% | 0.0% |
| 6M | +54.1% | -5.4% | +59.4% | +53.8% |
| YTD | +24.4% | -46.0% | +70.4% | +37.7% |
| 1Y | +19.3% | -45.6% | +64.9% | +31.6% |
| All | +29.4% | +44.6% | -15.2% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling