+17.3%
TFC vs PEGA
-46.5%
+63.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.2% |
| 7D | +2.4% | +3.3% | -0.9% | +1.8% |
| 30D | -1.3% | +17.7% | -19.1% | -4.3% |
| 3M | +6.1% | +5.8% | +0.3% | +4.3% |
| 6M | +7.3% | -20.3% | +27.6% | +10.6% |
| YTD | +8.2% | -37.1% | +45.3% | +16.0% |
| 1Y | +14.4% | -30.2% | +44.6% | +19.4% |
| 3Y | +93.7% | +48.1% | +45.6% | +63.7% |
| All | +17.3% | -46.5% | +63.8% | +22.9% |
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