+52.1%
TMUS vs PEGA
-45.0%
+97.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.7% | -0.8% |
| 7D | +6.5% | -4.6% | +11.1% | +6.7% |
| 30D | +11.3% | -6.8% | +18.1% | +11.6% |
| 3M | -2.9% | +2.6% | -5.4% | -3.0% |
| 6M | -10.5% | -5.4% | -5.2% | -10.5% |
| YTD | -14.4% | -46.0% | +31.6% | -12.4% |
| 1Y | -17.9% | -45.6% | +27.7% | -16.0% |
| 3Y | +21.9% | +43.2% | -21.3% | +13.4% |
| 5Y | +52.1% | -45.3% | +97.4% | +55.0% |
| All | +52.1% | -45.0% | +97.1% | +55.0% |
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