+8,135.6%
TD vs PEGA
+668.0%
+7,467.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -0.7% | -8.2% | +7.5% | 0.0% |
| 30D | +7.6% | -11.6% | +19.2% | +8.7% |
| 3M | +3.0% | -4.2% | +7.2% | +3.2% |
| 6M | +16.8% | -12.0% | +28.8% | +17.4% |
| YTD | +34.3% | -46.9% | +81.2% | +40.4% |
| 1Y | +56.0% | -47.0% | +103.0% | +62.9% |
| 3Y | +132.4% | +40.9% | +91.5% | +117.8% |
| 5Y | +103.7% | -45.4% | +149.0% | +102.8% |
| 10Y | +299.2% | +95.9% | +203.2% | +255.5% |
| All | +8,135.6% | +668.0% | +7,467.6% | +5,833.4% |
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