-12.2%
TLT vs PEGA
+94.9%
-107.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.5% |
| 7D | -2.7% | -4.6% | +1.9% | -2.7% |
| 30D | +2.2% | -6.8% | +9.0% | +2.1% |
| 3M | -1.7% | +2.6% | -4.3% | -1.7% |
| 6M | -4.0% | -5.4% | +1.4% | -3.9% |
| YTD | -4.9% | -46.0% | +41.1% | -5.3% |
| 1Y | -7.4% | -45.6% | +38.2% | -7.7% |
| 3Y | +3.0% | +43.2% | -40.1% | +4.0% |
| 5Y | -35.1% | -45.3% | +10.2% | -38.4% |
| All | -12.2% | +94.9% | -107.2% | -6.7% |
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