+78.5%
TGT vs PEGA
-37.1%
+115.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.3% |
| 7D | -5.0% | -5.3% | +0.3% | -4.7% |
| 30D | +3.0% | +8.3% | -5.2% | +2.4% |
| 3M | +22.6% | +8.9% | +13.7% | +21.3% |
| 6M | +31.2% | -19.7% | +50.9% | +31.4% |
| YTD | +63.7% | -39.9% | +103.6% | +68.3% |
| 1Y | +78.5% | -36.4% | +114.9% | +80.2% |
| All | +78.5% | -37.1% | +115.6% | +80.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling