+297.1%
TD vs PEGA
+170.9%
+126.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.8% |
| 7D | -1.9% | -6.1% | +4.2% | -1.0% |
| 30D | -1.6% | +6.4% | -8.0% | -2.7% |
| 3M | +4.6% | +2.9% | +1.7% | +3.4% |
| 6M | +26.8% | -23.8% | +50.7% | +30.9% |
| YTD | +28.3% | -41.1% | +69.4% | +37.2% |
| 1Y | +60.4% | -38.2% | +98.7% | +69.6% |
| 3Y | +125.7% | +49.8% | +75.9% | +92.5% |
| 5Y | +122.4% | -48.0% | +170.4% | +134.7% |
| 10Y | +297.1% | +173.1% | +123.9% | +197.2% |
| All | +297.1% | +170.9% | +126.2% | +197.2% |
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