+132.4%
TD vs PEGA
+44.0%
+88.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -0.7% | -8.2% | +7.5% | -0.2% |
| 30D | +7.6% | -11.6% | +19.2% | +8.3% |
| 3M | +3.0% | -4.2% | +7.2% | +3.1% |
| 6M | +16.8% | -12.0% | +28.8% | +17.4% |
| YTD | +34.3% | -46.9% | +81.2% | +39.4% |
| 1Y | +56.0% | -47.0% | +103.0% | +61.7% |
| 3Y | +132.4% | +40.9% | +91.5% | +115.2% |
| All | +132.4% | +44.0% | +88.4% | +115.2% |
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 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