+309.3%
TEL vs PEGA
+184.6%
+124.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.2% |
| 7D | +1.6% | -3.0% | +4.6% | +2.4% |
| 30D | -0.7% | +15.9% | -16.6% | -4.7% |
| 3M | +2.4% | +10.8% | -8.4% | -1.4% |
| 6M | +4.1% | -16.5% | +20.6% | +7.4% |
| YTD | -5.8% | -39.0% | +33.2% | +4.6% |
| 1Y | +0.9% | -37.3% | +38.1% | +10.6% |
| 3Y | +72.6% | +59.2% | +13.4% | +32.3% |
| 5Y | +57.5% | -44.9% | +102.4% | +68.7% |
| All | +309.3% | +184.6% | +124.7% | +164.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling