+59.7%
TEM vs PEGA
+24.3%
+35.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +1.6% |
| 7D | +3.2% | -2.4% | +5.6% | +4.5% |
| 30D | +23.5% | +9.6% | +13.9% | +17.6% |
| 3M | +32.3% | +2.3% | +30.0% | +28.6% |
| 6M | +23.0% | -23.9% | +46.9% | +39.7% |
| YTD | +8.9% | -39.8% | +48.6% | +38.5% |
| 1Y | -19.9% | -37.4% | +17.6% | -1.8% |
| All | +59.7% | +24.3% | +35.4% | +14.7% |
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