-10.8%
TCOM vs PEGA
+170.9%
-181.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.1% | -2.7% |
| 7D | -10.2% | -6.1% | -4.0% | -8.8% |
| 30D | -16.8% | +6.4% | -23.2% | -18.2% |
| 3M | -16.7% | +2.9% | -19.6% | -18.0% |
| 6M | -27.1% | -23.8% | -3.2% | -23.2% |
| YTD | -45.5% | -41.1% | -4.4% | -39.4% |
| 1Y | -45.9% | -38.2% | -7.6% | -41.0% |
| 3Y | +9.8% | +49.8% | -40.1% | -13.7% |
| 5Y | +23.8% | -48.0% | +71.8% | +35.5% |
| 10Y | -10.8% | +173.1% | -183.9% | -42.6% |
| All | -10.8% | +170.9% | -181.7% | -42.6% |
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