+683.8%
TEL vs PEGA
+1,465.6%
-781.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +3.0% | +3.3% | -0.3% | +2.1% |
| 30D | -3.9% | +17.7% | -21.7% | -8.3% |
| 3M | -5.1% | +5.8% | -10.9% | -7.6% |
| 6M | +0.6% | -20.3% | +20.9% | +4.9% |
| YTD | -7.3% | -37.1% | +29.8% | +1.9% |
| 1Y | +1.1% | -30.2% | +31.3% | +7.4% |
| 3Y | +63.7% | +48.1% | +15.6% | +31.6% |
| 5Y | +50.7% | -46.8% | +97.5% | +53.9% |
| 10Y | +290.2% | +191.3% | +98.8% | +140.1% |
| All | +683.8% | +1,465.6% | -781.7% | +144.5% |
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