+43.3%
TGT vs PEGA
+49.1%
-5.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -3.0% |
| 7D | -3.6% | -6.1% | +2.6% | -3.0% |
| 30D | +4.4% | +6.4% | -2.0% | +3.8% |
| 3M | +25.4% | +2.9% | +22.5% | +24.6% |
| 6M | +33.4% | -23.8% | +57.2% | +35.6% |
| YTD | +65.6% | -41.1% | +106.6% | +72.0% |
| 1Y | +80.3% | -38.2% | +118.5% | +85.9% |
| All | +43.3% | +49.1% | -5.8% | +29.8% |
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 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