+1,021.5%
TEVA vs PEGA
+1,151.8%
-130.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.3% | -1.5% |
| 7D | -0.7% | -5.3% | +4.6% | -0.3% |
| 30D | -0.4% | +8.3% | -8.6% | -1.1% |
| 3M | +8.2% | +8.9% | -0.7% | +7.2% |
| 6M | +15.3% | -19.7% | +35.1% | +16.9% |
| YTD | +16.5% | -39.9% | +56.4% | +20.5% |
| 1Y | +85.7% | -36.4% | +122.1% | +90.8% |
| 3Y | +277.9% | +52.8% | +225.1% | +254.7% |
| 5Y | +295.5% | -45.7% | +341.2% | +295.8% |
| 10Y | -24.5% | +178.5% | -203.0% | -32.6% |
| All | +1,021.5% | +1,151.8% | -130.2% | +636.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling