+82.2%
TEL vs PEGA
+44.6%
+37.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.0% |
| 7D | +5.6% | -4.6% | +10.1% | +6.2% |
| 30D | +0.9% | -6.8% | +7.7% | +1.7% |
| 3M | +2.1% | +2.6% | -0.5% | +1.2% |
| 6M | +2.7% | -5.4% | +8.1% | +2.4% |
| YTD | -3.2% | -46.0% | +42.8% | +4.1% |
| 1Y | -10.6% | -45.6% | +35.0% | -4.0% |
| All | +82.2% | +44.6% | +37.7% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling