-24.4%
TAP vs PEGA
+41.6%
-66.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -8.0% | -8.6% | +0.6% | -7.8% |
| 30D | +4.1% | -10.1% | +14.1% | +4.4% |
| 3M | -4.4% | -4.7% | +0.4% | -4.2% |
| 6M | -1.9% | -8.0% | +6.0% | -1.9% |
| YTD | -12.1% | -47.1% | +35.1% | -12.1% |
| 1Y | -12.0% | -47.5% | +35.4% | -12.1% |
| All | -24.4% | +41.6% | -66.1% | -27.7% |
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