+279.2%
TKO vs PEGA
-45.0%
+324.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | +2.3% | -3.0% | +5.3% | +2.6% |
| 30D | -2.5% | +15.9% | -18.4% | -3.9% |
| 3M | -10.6% | +10.8% | -21.4% | -11.8% |
| 6M | -5.1% | -16.5% | +11.5% | -4.1% |
| YTD | -8.2% | -39.0% | +30.8% | -5.1% |
| 1Y | -4.4% | -37.3% | +32.8% | -1.6% |
| 3Y | +100.4% | +59.2% | +41.2% | +89.7% |
| All | +279.2% | -45.0% | +324.1% | +313.4% |
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