+96.0%
TFC vs PEGA
+46.3%
+49.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.1% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | +10.8% | -4.1% | +14.9% | +11.3% |
| 3M | -3.8% | -2.8% | -0.9% | -3.6% |
| 6M | +9.6% | -0.4% | +10.0% | +8.7% |
| YTD | +5.8% | -45.4% | +51.2% | +14.0% |
| 1Y | +16.2% | -42.6% | +58.8% | +24.0% |
| 3Y | +96.0% | +45.4% | +50.6% | +67.2% |
| All | +96.0% | +46.3% | +49.7% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling