+26.5%
TCOM vs PEGA
-47.9%
+74.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -0.5% |
| 7D | -7.6% | -2.4% | -5.2% | -7.2% |
| 30D | -12.2% | +9.6% | -21.9% | -13.8% |
| 3M | -14.2% | +2.3% | -16.5% | -15.1% |
| 6M | -25.0% | -23.9% | -1.1% | -22.0% |
| YTD | -43.7% | -39.8% | -3.9% | -39.2% |
| 1Y | -44.5% | -37.4% | -7.1% | -40.8% |
| 3Y | +13.4% | +53.1% | -39.7% | -5.9% |
| 5Y | +26.5% | -47.2% | +73.7% | +59.7% |
| All | +26.5% | -47.9% | +74.4% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling