-82.1%
TMF vs PEGA
+97.3%
-179.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.4% |
| 7D | -9.3% | +0.1% | -9.4% | -9.3% |
| 30D | +1.9% | -4.1% | +6.1% | +1.9% |
| 3M | -11.2% | -2.8% | -8.4% | -11.2% |
| 6M | -17.7% | -0.4% | -17.3% | -17.7% |
| YTD | -24.5% | -45.4% | +20.9% | -25.2% |
| 1Y | -29.4% | -42.6% | +13.2% | -30.0% |
| 3Y | -33.4% | +45.4% | -78.8% | -31.7% |
| 5Y | -88.7% | -44.6% | -44.1% | -90.4% |
| All | -82.1% | +97.3% | -179.4% | -78.3% |
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