+467.2%
TDY vs PEGA
+184.6%
+282.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +0.9% |
| 7D | -1.1% | -3.0% | +1.9% | -0.5% |
| 30D | -12.0% | +15.9% | -27.9% | -14.8% |
| 3M | -3.2% | +10.8% | -14.0% | -6.2% |
| 6M | -7.9% | -16.5% | +8.6% | -5.8% |
| YTD | +18.2% | -39.0% | +57.2% | +28.1% |
| 1Y | +6.7% | -37.3% | +43.9% | +13.9% |
| 3Y | +47.5% | +59.2% | -11.6% | +15.1% |
| 5Y | +39.5% | -44.9% | +84.4% | +48.9% |
| All | +467.2% | +184.6% | +282.5% | +227.3% |
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