+68.5%
TGT vs PEGA
+44.6%
+24.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.3% |
| 7D | +2.6% | -4.6% | +7.1% | +3.0% |
| 30D | +6.6% | -6.8% | +13.4% | +7.2% |
| 3M | +5.2% | +2.6% | +2.7% | +4.9% |
| 6M | +35.3% | -5.4% | +40.7% | +35.2% |
| YTD | +70.3% | -46.0% | +116.4% | +77.8% |
| 1Y | +81.2% | -45.6% | +126.8% | +88.8% |
| All | +68.5% | +44.6% | +24.0% | +50.2% |
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