+207.9%
TECK vs PEGA
-48.2%
+256.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.0% |
| 7D | +4.9% | -6.1% | +11.0% | +5.6% |
| 30D | +5.2% | +6.4% | -1.2% | +4.3% |
| 3M | +13.8% | +2.9% | +10.9% | +12.8% |
| 6M | +38.5% | -23.8% | +62.3% | +42.5% |
| YTD | +47.3% | -41.1% | +88.4% | +56.5% |
| 1Y | +81.0% | -38.2% | +119.2% | +90.2% |
| 3Y | +79.9% | +49.8% | +30.0% | +60.2% |
| 5Y | +207.9% | -48.0% | +255.9% | +195.8% |
| All | +207.9% | -48.2% | +256.1% | +195.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling