+84.0%
TECK vs PEGA
+48.1%
+36.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.2% | +8.3% | +4.6% |
| 7D | +7.8% | -2.4% | +10.2% | +8.0% |
| 30D | +8.3% | +9.6% | -1.4% | +7.1% |
| 3M | +16.1% | +2.3% | +13.7% | +15.4% |
| 6M | +42.9% | -23.9% | +66.7% | +47.5% |
| YTD | +50.8% | -39.8% | +90.5% | +61.0% |
| 1Y | +106.1% | -37.4% | +143.5% | +117.6% |
| 3Y | +84.0% | +53.1% | +30.9% | +60.1% |
| All | +84.0% | +48.1% | +36.0% | +60.1% |
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