+3,680.7%
TGT vs PEGA
+1,154.6%
+2,526.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.7% |
| 7D | -0.6% | -2.4% | +1.8% | -0.4% |
| 30D | +9.5% | +9.6% | -0.1% | +8.5% |
| 3M | +32.3% | +2.3% | +29.9% | +31.6% |
| 6M | +37.0% | -23.9% | +60.9% | +39.7% |
| YTD | +71.0% | -39.8% | +110.8% | +77.4% |
| 1Y | +85.0% | -37.4% | +122.4% | +90.9% |
| 3Y | +46.8% | +53.1% | -6.3% | +36.5% |
| 5Y | -22.7% | -47.2% | +24.5% | -22.6% |
| 10Y | +216.3% | +174.3% | +41.9% | +173.5% |
| All | +3,680.7% | +1,154.6% | +2,526.1% | +2,233.6% |
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