+97.2%
TFC vs PEGA
+170.9%
-73.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.3% |
| 7D | -1.3% | -6.1% | +4.8% | +0.2% |
| 30D | -2.3% | +6.4% | -8.7% | -4.1% |
| 3M | +2.5% | +2.9% | -0.5% | +0.6% |
| 6M | +9.5% | -23.8% | +33.3% | +15.2% |
| YTD | +5.1% | -41.1% | +46.1% | +16.9% |
| 1Y | +15.5% | -38.2% | +53.7% | +25.9% |
| 3Y | +95.2% | +49.8% | +45.3% | +52.9% |
| 5Y | +14.5% | -48.0% | +62.5% | +22.1% |
| 10Y | +97.2% | +173.1% | -76.0% | +23.6% |
| All | +97.2% | +170.9% | -73.7% | +23.6% |
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 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