-24.3%
TMF vs PEGA
-44.4%
+20.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.4% |
| 7D | +4.0% | -2.9% | +6.8% | +4.2% |
| 30D | +19.5% | -0.5% | +19.9% | +19.5% |
| 3M | -3.5% | +8.5% | -12.0% | -4.2% |
| 6M | -10.6% | -6.3% | -4.3% | -10.4% |
| YTD | -17.1% | -42.2% | +25.1% | -16.0% |
| 1Y | -24.3% | -43.4% | +19.2% | -22.2% |
| All | -24.3% | -44.4% | +20.2% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling