+2,001.4%
TCOM vs PEGA
+1,644.3%
+357.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.0% |
| 7D | +2.2% | -8.6% | +10.8% | +4.5% |
| 30D | +12.5% | -10.1% | +22.6% | +15.4% |
| 3M | -5.6% | -4.7% | -0.9% | -5.0% |
| 6M | -16.5% | -8.0% | -8.5% | -16.0% |
| YTD | -39.4% | -47.1% | +7.8% | -30.6% |
| 1Y | -41.0% | -47.5% | +6.5% | -32.4% |
| 3Y | +29.2% | +40.2% | -11.0% | +4.0% |
| 5Y | +41.6% | -45.7% | +87.4% | +42.4% |
| 10Y | +6.6% | +85.1% | -78.4% | -27.5% |
| All | +2,001.4% | +1,644.3% | +357.1% | +485.6% |
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 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