+63.8%
TECK vs PEGA
-37.1%
+100.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.0% | -8.3% | -6.2% |
| 7D | -4.2% | -5.3% | +1.1% | -4.5% |
| 30D | -0.4% | +8.3% | -8.7% | +0.1% |
| 3M | +10.1% | +8.9% | +1.2% | +11.3% |
| 6M | +26.0% | -19.7% | +45.7% | +27.5% |
| YTD | +38.0% | -39.9% | +77.9% | +44.2% |
| 1Y | +63.8% | -36.4% | +100.2% | +68.2% |
| All | +63.8% | -37.1% | +100.9% | +68.2% |
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