+39.5%
TMUS vs PEGA
+49.4%
-9.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.4% |
| 7D | +0.1% | +3.3% | -3.2% | 0.0% |
| 30D | +5.3% | +17.7% | -12.5% | +5.1% |
| 3M | +3.1% | +5.8% | -2.7% | +2.8% |
| 6M | -16.5% | -20.3% | +3.8% | -16.7% |
| YTD | -9.2% | -37.1% | +28.0% | -9.2% |
| 1Y | -26.5% | -30.2% | +3.7% | -26.6% |
| All | +39.5% | +49.4% | -9.9% | +31.6% |
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