+131.2%
TLT vs PEGA
+1,940.6%
-1,809.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.1% |
| 7D | -0.4% | +3.3% | -3.7% | -0.3% |
| 30D | -0.6% | +17.7% | -18.3% | +0.1% |
| 3M | -2.7% | +5.8% | -8.5% | -2.4% |
| 6M | -5.6% | -20.3% | +14.6% | -6.3% |
| YTD | -2.8% | -37.1% | +34.4% | -4.3% |
| 1Y | -1.4% | -30.2% | +28.8% | -2.4% |
| 3Y | -1.6% | +48.1% | -49.7% | +1.9% |
| 5Y | -33.8% | -46.8% | +13.0% | -35.0% |
| 10Y | -21.1% | +191.3% | -212.5% | -11.9% |
| All | +131.2% | +1,940.6% | -1,809.3% | +203.6% |
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