+104.5%
TEVA vs PEGA
-44.4%
+149.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | +4.7% | -2.9% | +7.6% | +4.9% |
| 30D | +5.5% | -0.5% | +6.0% | +5.5% |
| 3M | +21.6% | +8.5% | +13.1% | +20.6% |
| 6M | +18.4% | -6.3% | +24.7% | +17.9% |
| YTD | +34.1% | -42.2% | +76.3% | +39.2% |
| 1Y | +104.5% | -43.4% | +148.0% | +111.0% |
| All | +104.5% | -44.4% | +149.0% | +111.0% |
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 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