+4,637.6%
TECH vs PEGA
+1,035.4%
+3,602.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.5% |
| 7D | +0.2% | -4.5% | +4.7% | +0.7% |
| 30D | +0.3% | -5.7% | +6.0% | +0.9% |
| 3M | +1.3% | +2.6% | -1.2% | +0.8% |
| 6M | +54.0% | -10.6% | +64.6% | +54.7% |
| YTD | +24.3% | -45.5% | +69.8% | +31.3% |
| 1Y | +25.8% | -44.8% | +70.6% | +32.6% |
| 3Y | +26.0% | +45.5% | -19.6% | +17.3% |
| 5Y | -40.1% | -45.3% | +5.2% | -39.6% |
| 10Y | +210.6% | +102.4% | +108.2% | +179.1% |
| All | +4,637.6% | +1,035.4% | +3,602.2% | +2,881.7% |
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 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