+1,914.1%
TECK vs PEGA
+2,301.3%
-387.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.1% | -6.0% | -4.4% |
| 7D | +2.1% | -4.6% | +6.7% | +3.2% |
| 30D | -8.9% | -6.8% | -2.1% | -7.6% |
| 3M | -7.1% | +2.6% | -9.6% | -8.5% |
| 6M | -7.0% | -5.4% | -1.6% | -7.8% |
| YTD | +28.3% | -46.0% | +74.4% | +43.6% |
| 1Y | +40.6% | -45.6% | +86.2% | +56.8% |
| 3Y | +78.2% | +43.2% | +35.0% | +44.1% |
| 5Y | +129.5% | -45.3% | +174.8% | +125.2% |
| 10Y | +205.6% | +88.9% | +116.7% | +110.4% |
| All | +1,914.1% | +2,301.3% | -387.2% | +853.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling