+734.1%
TAP vs PEGA
+1,209.2%
-475.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -2.3% | +3.3% | -5.6% | -2.5% |
| 30D | -2.1% | +17.7% | -19.9% | -3.0% |
| 3M | +6.6% | +5.8% | +0.8% | +6.1% |
| 6M | -11.5% | -20.3% | +8.8% | -10.7% |
| YTD | -10.3% | -37.1% | +26.9% | -8.6% |
| 1Y | -14.4% | -30.2% | +15.8% | -13.4% |
| 3Y | -28.3% | +48.1% | -76.4% | -31.3% |
| 5Y | +1.7% | -46.8% | +48.5% | +1.4% |
| 10Y | -49.2% | +191.3% | -240.5% | -54.0% |
| All | +734.1% | +1,209.2% | -475.2% | +571.5% |
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