+51.8%
TEL vs PEGA
-48.2%
+99.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.3% |
| 7D | +1.2% | -6.1% | +7.4% | +2.4% |
| 30D | -4.1% | +6.4% | -10.5% | -5.4% |
| 3M | -2.6% | +2.9% | -5.5% | -3.8% |
| 6M | 0.0% | -23.8% | +23.9% | +4.2% |
| YTD | -9.1% | -41.1% | +32.0% | -1.0% |
| 1Y | -0.8% | -38.2% | +37.4% | +6.5% |
| 3Y | +67.4% | +49.8% | +17.5% | +41.6% |
| 5Y | +51.8% | -48.0% | +99.8% | +70.2% |
| All | +51.8% | -48.2% | +99.9% | +70.2% |
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