+537.0%
TDG vs PEGA
+184.6%
+352.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.8% |
| 7D | -1.9% | -3.0% | +1.1% | -1.1% |
| 30D | -7.7% | +15.9% | -23.6% | -11.3% |
| 3M | -9.3% | +10.8% | -20.2% | -12.7% |
| 6M | -9.4% | -16.5% | +7.1% | -6.7% |
| YTD | -14.3% | -39.0% | +24.8% | -5.2% |
| 1Y | -11.8% | -37.3% | +25.4% | -4.0% |
| 3Y | +52.0% | +59.2% | -7.2% | +16.5% |
| 5Y | +128.8% | -44.9% | +173.7% | +150.1% |
| All | +537.0% | +184.6% | +352.3% | +307.3% |
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 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