+2,171.4%
TECK vs PEGA
+2,697.5%
-526.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -0.3% | +3.3% | -3.6% | -1.1% |
| 30D | +4.6% | +17.7% | -13.1% | +0.2% |
| 3M | +2.8% | +5.8% | -2.9% | 0.0% |
| 6M | +24.9% | -20.3% | +45.2% | +29.3% |
| YTD | +44.7% | -37.1% | +81.9% | +57.0% |
| 1Y | +112.0% | -30.2% | +142.2% | +122.3% |
| 3Y | +67.6% | +48.1% | +19.5% | +35.4% |
| 5Y | +200.3% | -46.8% | +247.1% | +200.1% |
| 10Y | +358.2% | +191.3% | +166.9% | +183.9% |
| All | +2,171.4% | +2,697.5% | -526.1% | +942.4% |
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