-25.0%
TGT vs PEGA
-48.2%
+23.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.9% |
| 7D | -3.6% | -6.1% | +2.6% | -2.6% |
| 30D | +4.4% | +6.4% | -2.0% | +3.3% |
| 3M | +25.4% | +2.9% | +22.5% | +24.2% |
| 6M | +33.4% | -23.8% | +57.2% | +37.7% |
| YTD | +65.6% | -41.1% | +106.6% | +77.1% |
| 1Y | +80.3% | -38.2% | +118.5% | +90.5% |
| 3Y | +42.1% | +49.8% | -7.7% | +19.9% |
| 5Y | -25.0% | -48.0% | +23.0% | -23.2% |
| All | -25.0% | -48.2% | +23.2% | -23.2% |
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 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