+8,162.8%
TD vs PEGA
+664.6%
+7,498.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | -3.1% | -8.6% | +5.6% | -2.3% |
| 30D | +6.7% | -10.1% | +16.8% | +7.6% |
| 3M | +3.1% | -4.7% | +7.9% | +3.3% |
| 6M | +17.6% | -8.0% | +25.6% | +17.7% |
| YTD | +34.8% | -47.1% | +81.9% | +40.9% |
| 1Y | +55.6% | -47.5% | +103.1% | +62.6% |
| 3Y | +133.1% | +40.2% | +92.9% | +118.6% |
| 5Y | +104.7% | -45.7% | +150.4% | +103.9% |
| 10Y | +303.6% | +85.1% | +218.5% | +261.0% |
| All | +8,162.8% | +664.6% | +7,498.2% | +5,855.3% |
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