+320.5%
TMUS vs PEGA
+1,623.3%
-1,302.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.3% |
| 7D | +0.1% | +3.3% | -3.2% | -0.5% |
| 30D | +5.3% | +17.7% | -12.5% | +2.0% |
| 3M | +3.1% | +5.8% | -2.7% | +1.4% |
| 6M | -16.5% | -20.3% | +3.8% | -13.9% |
| YTD | -9.2% | -37.1% | +28.0% | -3.0% |
| 1Y | -26.5% | -30.2% | +3.7% | -23.6% |
| 3Y | +39.0% | +48.1% | -9.1% | +15.6% |
| 5Y | +40.4% | -46.8% | +87.2% | +40.9% |
| 10Y | +303.7% | +191.3% | +112.4% | +156.4% |
| All | +320.5% | +1,623.3% | -1,302.8% | +62.5% |
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