+77.9%
TEM vs PEGA
+12.7%
+65.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.2% | -6.9% | -6.2% |
| 7D | -5.9% | +0.1% | -5.9% | -6.2% |
| 30D | +4.8% | -4.1% | +8.9% | +6.1% |
| 3M | +31.9% | -2.8% | +34.7% | +31.4% |
| 6M | +56.0% | -0.4% | +56.4% | +50.8% |
| YTD | +21.3% | -45.4% | +66.6% | +59.3% |
| 1Y | +5.4% | -42.6% | +48.0% | +34.5% |
| All | +77.9% | +12.7% | +65.2% | +32.0% |
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