+256.5%
THC vs PEGA
-44.5%
+301.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | +5.3% | -4.1% | +9.5% | +6.1% |
| 3M | +7.1% | -2.8% | +9.9% | +7.2% |
| 6M | +46.0% | -0.4% | +46.5% | +44.3% |
| YTD | +43.9% | -45.4% | +89.3% | +59.2% |
| 1Y | +45.4% | -42.6% | +88.1% | +58.7% |
| 3Y | +421.3% | +45.4% | +375.9% | +308.3% |
| All | +256.5% | -44.5% | +301.0% | +258.8% |
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 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