+57.5%
TECK vs PEGA
-44.4%
+102.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +2.3% | -2.9% | +5.1% | +2.0% |
| 30D | -5.0% | -0.5% | -4.5% | -5.0% |
| 3M | -0.3% | +8.5% | -8.8% | +0.3% |
| 6M | +13.9% | -6.3% | +20.1% | +15.1% |
| YTD | +35.2% | -42.2% | +77.4% | +45.3% |
| 1Y | +57.5% | -43.4% | +101.0% | +76.0% |
| All | +57.5% | -44.4% | +102.0% | +76.0% |
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