+658.6%
T vs PEGA
+1,035.4%
-376.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.7% |
| 7D | +1.0% | -4.5% | +5.5% | +1.3% |
| 30D | -10.6% | -5.7% | -4.9% | -10.3% |
| 3M | -7.7% | +2.6% | -10.3% | -8.0% |
| 6M | -13.3% | -10.6% | -2.7% | -13.0% |
| YTD | -8.8% | -45.5% | +36.7% | -6.0% |
| 1Y | -8.4% | -44.8% | +36.4% | -5.7% |
| 3Y | +59.6% | +45.5% | +14.1% | +51.2% |
| 5Y | +52.1% | -45.3% | +97.4% | +51.1% |
| 10Y | +56.9% | +102.4% | -45.5% | +42.0% |
| All | +658.6% | +1,035.4% | -376.8% | +454.2% |
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