-10.5%
TEM vs PEGA
-44.4%
+33.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.3% | -2.9% | +1.6% | -0.3% |
| 30D | -9.5% | -0.5% | -9.0% | -9.6% |
| 3M | +60.7% | +8.5% | +52.2% | +53.6% |
| 6M | +35.5% | -6.3% | +41.7% | +37.9% |
| YTD | +28.0% | -42.2% | +70.2% | +62.2% |
| 1Y | -10.5% | -43.4% | +32.9% | +19.3% |
| All | -10.5% | -44.4% | +33.9% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling