-20.6%
TEM vs PEGA
-37.5%
+16.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +1.0% |
| 7D | +3.2% | -2.4% | +5.6% | +4.1% |
| 30D | +23.5% | +9.6% | +13.9% | +19.2% |
| 3M | +32.3% | +2.3% | +30.0% | +30.6% |
| 6M | +23.0% | -23.9% | +46.9% | +34.2% |
| YTD | +8.9% | -39.8% | +48.6% | +25.0% |
| All | -20.6% | -37.5% | +16.9% | -8.9% |
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