+138.5%
TECK vs PEGA
-45.8%
+184.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -1.2% | -8.6% | +7.4% | -0.2% |
| 30D | -5.7% | -10.1% | +4.4% | -4.7% |
| 3M | -3.6% | -4.7% | +1.1% | -3.5% |
| 6M | -2.2% | -8.0% | +5.8% | -2.1% |
| YTD | +33.6% | -47.1% | +80.7% | +43.5% |
| 1Y | +49.0% | -47.5% | +96.4% | +60.1% |
| 3Y | +85.4% | +40.2% | +45.1% | +65.6% |
| 5Y | +138.5% | -45.7% | +184.3% | +135.7% |
| All | +138.5% | -45.8% | +184.3% | +135.7% |
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 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