+445.1%
THC vs PEGA
+1,035.4%
-590.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.7% |
| 7D | +3.7% | -4.5% | +8.2% | +4.2% |
| 30D | +9.0% | -5.7% | +14.7% | +9.7% |
| 3M | +10.4% | +2.6% | +7.8% | +9.8% |
| 6M | +45.7% | -10.6% | +56.3% | +46.7% |
| YTD | +42.6% | -45.5% | +88.1% | +50.7% |
| 1Y | +38.8% | -44.8% | +83.5% | +46.3% |
| 3Y | +418.8% | +45.5% | +373.3% | +375.3% |
| 5Y | +275.7% | -45.3% | +321.0% | +276.6% |
| 10Y | +1,496.2% | +102.4% | +1,393.9% | +1,325.3% |
| All | +445.1% | +1,035.4% | -590.3% | +310.9% |
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