+871.8%
TFC vs PEGA
+1,035.4%
-163.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.6% |
| 7D | +1.2% | -4.5% | +5.7% | +1.7% |
| 30D | +8.3% | -5.7% | +14.0% | +8.9% |
| 3M | -5.2% | +2.6% | -7.7% | -5.6% |
| 6M | -0.8% | -10.6% | +9.8% | -0.3% |
| YTD | +3.4% | -45.5% | +48.9% | +8.8% |
| 1Y | +17.0% | -44.8% | +61.8% | +22.8% |
| 3Y | +86.2% | +45.5% | +40.6% | +73.1% |
| 5Y | -2.3% | -45.3% | +43.0% | -2.1% |
| 10Y | +93.9% | +102.4% | -8.5% | +73.2% |
| All | +871.8% | +1,035.4% | -163.6% | +566.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling