+131.3%
TLT vs PEGA
+1,669.6%
-1,538.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | -0.2% |
| 7D | +0.1% | -4.5% | +4.6% | -0.1% |
| 30D | +6.2% | -5.7% | +11.9% | +6.0% |
| 3M | +0.1% | +2.6% | -2.5% | +0.2% |
| 6M | -3.0% | -10.6% | +7.6% | -3.2% |
| YTD | -2.7% | -45.5% | +42.8% | -4.8% |
| 1Y | -4.8% | -44.8% | +39.9% | -6.7% |
| 3Y | +6.9% | +45.5% | -38.6% | +10.8% |
| 5Y | -34.5% | -45.3% | +10.9% | -35.3% |
| 10Y | -17.3% | +102.4% | -119.7% | -9.4% |
| All | +131.3% | +1,669.6% | -1,538.3% | +202.2% |
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