-15.2%
TMUS vs PEGA
-12.1%
-3.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.4% |
| 7D | +3.6% | -4.5% | +8.1% | +4.2% |
| 30D | -3.4% | -5.7% | +2.3% | -2.7% |
| 3M | -9.5% | +2.6% | -12.0% | -9.9% |
| 6M | -15.2% | -10.6% | -4.6% | -16.1% |
| All | -15.2% | -12.1% | -3.1% | -16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling