-81.9%
TMF vs PEGA
+94.9%
-176.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.1% | -6.5% | -4.4% |
| 7D | -8.2% | -4.6% | -3.6% | -8.2% |
| 30D | +5.3% | -6.8% | +12.2% | +5.3% |
| 3M | -8.5% | +2.6% | -11.0% | -8.4% |
| 6M | -17.2% | -5.4% | -11.8% | -17.2% |
| YTD | -23.4% | -46.0% | +22.6% | -24.1% |
| 1Y | -30.2% | -45.6% | +15.4% | -30.9% |
| 3Y | -32.9% | +43.2% | -76.1% | -31.2% |
| 5Y | -88.5% | -45.3% | -43.3% | -90.3% |
| All | -81.9% | +94.9% | -176.8% | -78.0% |
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