+458.5%
THC vs PEGA
+1,005.9%
-547.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.3% |
| 7D | +8.8% | -8.2% | +17.1% | +9.9% |
| 30D | +10.0% | -11.6% | +21.6% | +11.6% |
| 3M | +11.7% | -4.2% | +15.8% | +11.9% |
| 6M | +52.5% | -12.0% | +64.4% | +53.8% |
| YTD | +46.1% | -46.9% | +93.0% | +54.8% |
| 1Y | +49.1% | -47.0% | +96.1% | +58.0% |
| 3Y | +439.6% | +40.9% | +398.8% | +396.1% |
| 5Y | +263.2% | -45.4% | +308.5% | +264.2% |
| 10Y | +1,900.5% | +95.9% | +1,804.6% | +1,693.1% |
| All | +458.5% | +1,005.9% | -547.4% | +322.2% |
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 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