+30.6%
TCOM vs PEGA
+44.0%
-13.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +6.5% | -8.2% | +14.7% | +7.5% |
| 30D | +13.3% | -11.6% | +24.9% | +14.7% |
| 3M | -6.5% | -4.2% | -2.3% | -6.2% |
| 6M | -16.3% | -12.0% | -4.4% | -15.8% |
| YTD | -38.7% | -46.9% | +8.2% | -35.3% |
| 1Y | -40.1% | -47.0% | +6.9% | -36.9% |
| 3Y | +30.6% | +40.9% | -10.3% | +23.1% |
| All | +30.6% | +44.0% | -13.4% | +23.1% |
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