-3.0%
TFC vs PEGA
-45.3%
+42.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.3% |
| 7D | +1.2% | -4.5% | +5.7% | +2.0% |
| 30D | +8.3% | -5.7% | +14.0% | +9.3% |
| 3M | -5.2% | +2.6% | -7.7% | -6.0% |
| 6M | -0.8% | -10.6% | +9.8% | +0.1% |
| YTD | +3.4% | -45.5% | +48.9% | +13.4% |
| 1Y | +17.0% | -44.8% | +61.8% | +27.7% |
| 3Y | +86.2% | +45.5% | +40.6% | +56.8% |
| All | -3.0% | -45.3% | +42.3% | -5.8% |
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