-49.5%
TAP vs PEGA
+99.2%
-148.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.9% |
| 7D | -7.8% | -10.0% | +2.2% | -7.0% |
| 30D | +7.1% | -12.7% | +19.8% | +8.3% |
| 3M | -7.0% | -4.6% | -2.5% | -6.7% |
| 6M | -3.8% | -13.1% | +9.3% | -3.0% |
| YTD | -11.7% | -47.6% | +35.9% | -7.8% |
| 1Y | -10.1% | -47.0% | +36.9% | -6.3% |
| 3Y | -23.7% | +42.0% | -65.7% | -30.8% |
| 5Y | +2.9% | -47.8% | +50.7% | +5.3% |
| 10Y | -49.5% | +92.0% | -141.5% | -62.3% |
| All | -49.5% | +99.2% | -148.7% | -62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling