+1,800.1%
THC vs PEGA
+99.2%
+1,700.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.9% | +3.2% |
| 7D | +7.5% | -10.0% | +17.5% | +11.0% |
| 30D | +9.6% | -12.7% | +22.2% | +14.1% |
| 3M | +10.3% | -4.6% | +14.8% | +10.8% |
| 6M | +51.8% | -13.1% | +64.9% | +55.3% |
| YTD | +45.4% | -47.6% | +93.0% | +71.6% |
| 1Y | +40.8% | -47.0% | +87.8% | +65.0% |
| 3Y | +448.8% | +42.0% | +406.8% | +281.5% |
| 5Y | +263.4% | -47.8% | +311.2% | +284.7% |
| 10Y | +1,800.1% | +92.0% | +1,708.1% | +1,055.7% |
| All | +1,800.1% | +99.2% | +1,700.9% | +1,055.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling