+86.5%
TEVA vs PEGA
-36.0%
+122.5%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.6% | +2.0% |
| 7D | +2.0% | -3.0% | +5.0% | +2.2% |
| 30D | +1.0% | +15.9% | -14.9% | 0.0% |
| 3M | +7.3% | +10.8% | -3.5% | +6.3% |
| 6M | +21.7% | -16.5% | +38.2% | +21.5% |
| YTD | +18.8% | -39.0% | +57.9% | +19.6% |
| 1Y | +86.5% | -37.3% | +123.7% | +86.5% |
| All | +86.5% | -36.0% | +122.5% | +86.5% |
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