-17.3%
TEM vs PEGA
-30.0%
+12.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | +0.9% | +3.3% | -2.4% | -0.3% |
| 30D | +38.4% | +17.7% | +20.6% | +30.3% |
| 3M | +23.7% | +5.8% | +17.9% | +20.7% |
| 6M | +26.0% | -20.3% | +46.2% | +35.3% |
| YTD | +9.4% | -37.1% | +46.6% | +23.9% |
| 1Y | -17.3% | -30.2% | +12.9% | -10.1% |
| All | -17.3% | -30.0% | +12.7% | -10.1% |
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