+125.5%
TD vs PEGA
-47.9%
+173.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.6% |
| 7D | +0.9% | -2.4% | +3.3% | +1.1% |
| 30D | -0.7% | +9.6% | -10.3% | -1.5% |
| 3M | +6.3% | +2.3% | +3.9% | +5.7% |
| 6M | +27.9% | -23.9% | +51.8% | +30.6% |
| YTD | +29.8% | -39.8% | +69.6% | +35.1% |
| 1Y | +63.7% | -37.4% | +101.1% | +69.3% |
| 3Y | +128.3% | +53.1% | +75.2% | +107.9% |
| 5Y | +125.5% | -47.2% | +172.8% | +127.8% |
| All | +125.5% | -47.9% | +173.5% | +127.8% |
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