-20.7%
TLT vs PEGA
+175.4%
-196.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | 0.0% |
| 7D | +0.4% | -2.4% | +2.8% | +0.4% |
| 30D | -0.3% | +9.6% | -9.9% | -0.3% |
| 3M | -1.7% | +2.3% | -4.1% | -1.7% |
| 6M | -4.9% | -23.9% | +19.0% | -5.0% |
| YTD | -2.8% | -39.8% | +37.0% | -3.1% |
| 1Y | -4.2% | -37.4% | +33.2% | -4.5% |
| 3Y | -1.1% | +53.1% | -54.2% | -0.2% |
| 5Y | -33.7% | -47.2% | +13.5% | -37.6% |
| 10Y | -20.7% | +174.3% | -195.0% | -18.2% |
| All | -20.7% | +175.4% | -196.1% | -18.2% |
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 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