-24.4%
TAP vs PEGA
+43.4%
-67.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.5% | -1.0% | -4.4% |
| 7D | +0.5% | -4.5% | +5.0% | +0.7% |
| 30D | +9.1% | -5.7% | +14.8% | +9.3% |
| 3M | -3.8% | +2.6% | -6.4% | -3.7% |
| 6M | -3.4% | -10.6% | +7.2% | -3.5% |
| YTD | -10.6% | -45.5% | +34.8% | -10.7% |
| 1Y | -4.4% | -44.8% | +40.4% | -4.5% |
| 3Y | -24.4% | +45.5% | -69.9% | -28.9% |
| All | -24.4% | +43.4% | -67.8% | -28.9% |
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