+13,805.5%
TDG vs PEGA
+1,790.8%
+12,014.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.9% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +9.7% | -4.1% | +13.8% | +10.5% |
| 3M | -2.3% | -2.8% | +0.5% | -2.3% |
| 6M | +1.3% | -0.4% | +1.8% | -0.4% |
| YTD | -8.5% | -45.4% | +36.9% | +2.5% |
| 1Y | -8.1% | -42.6% | +34.5% | +1.4% |
| 3Y | +43.4% | +45.4% | -2.0% | +17.5% |
| 5Y | +127.8% | -44.6% | +172.4% | +126.5% |
| 10Y | +554.4% | +91.2% | +463.2% | +373.2% |
| All | +13,805.5% | +1,790.8% | +12,014.8% | +4,548.9% |
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