+299.2%
TEVA vs PEGA
-45.0%
+344.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.6% | +1.8% |
| 7D | +2.0% | -3.0% | +5.0% | +2.4% |
| 30D | +1.0% | +15.9% | -14.9% | -1.4% |
| 3M | +7.3% | +10.8% | -3.5% | +5.1% |
| 6M | +21.7% | -16.5% | +38.2% | +23.9% |
| YTD | +18.8% | -39.0% | +57.9% | +26.5% |
| 1Y | +86.5% | -37.3% | +123.7% | +96.5% |
| 3Y | +269.4% | +59.2% | +210.2% | +217.5% |
| All | +299.2% | -45.0% | +344.2% | +318.0% |
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