+37.8%
TDY vs PEGA
-47.2%
+85.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | 0.0% |
| 7D | -1.9% | -5.3% | +3.4% | -1.3% |
| 30D | -12.5% | +8.3% | -20.8% | -13.3% |
| 3M | -0.8% | +8.9% | -9.7% | -2.2% |
| 6M | -9.0% | -19.7% | +10.8% | -7.3% |
| YTD | +16.8% | -39.9% | +56.7% | +22.7% |
| 1Y | +9.5% | -36.4% | +45.8% | +13.7% |
| 3Y | +45.4% | +52.8% | -7.4% | +27.3% |
| 5Y | +37.8% | -45.7% | +83.5% | +45.6% |
| All | +37.8% | -47.2% | +85.0% | +45.6% |
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