+15.6%
TMUS vs PEGA
+43.4%
-27.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +0.9% |
| 7D | +3.6% | -4.5% | +8.1% | +3.6% |
| 30D | -3.4% | -5.7% | +2.3% | -3.3% |
| 3M | -9.5% | +2.6% | -12.0% | -9.4% |
| 6M | -15.2% | -10.6% | -4.6% | -15.3% |
| YTD | -18.9% | -45.5% | +26.6% | -19.0% |
| 1Y | -17.7% | -44.8% | +27.1% | -17.8% |
| 3Y | +15.6% | +45.5% | -29.9% | +13.6% |
| All | +15.6% | +43.4% | -27.8% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling