-27.6%
TAP vs PEGA
+49.4%
-77.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -2.3% | +3.3% | -5.6% | -2.4% |
| 30D | -2.1% | +17.7% | -19.9% | -2.5% |
| 3M | +6.6% | +5.8% | +0.8% | +6.2% |
| 6M | -11.5% | -20.3% | +8.8% | -11.8% |
| YTD | -10.3% | -37.1% | +26.9% | -10.5% |
| 1Y | -14.4% | -30.2% | +15.8% | -14.7% |
| All | -27.6% | +49.4% | -77.0% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling