+125.9%
TDG vs PEGA
-48.2%
+174.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.4% |
| 7D | -2.4% | -6.1% | +3.7% | -1.5% |
| 30D | -8.0% | +6.4% | -14.4% | -9.0% |
| 3M | -10.5% | +2.9% | -13.4% | -11.4% |
| 6M | -11.9% | -23.8% | +11.9% | -9.0% |
| YTD | -15.4% | -41.1% | +25.7% | -9.6% |
| 1Y | -14.2% | -38.2% | +24.0% | -9.4% |
| 3Y | +51.0% | +49.8% | +1.2% | +33.1% |
| All | +125.9% | -48.2% | +174.1% | +145.2% |
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 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