-29.9%
TMF vs PEGA
+44.0%
-73.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.3% | -5.2% | -3.9% |
| 7D | -1.1% | -8.2% | +7.2% | -0.5% |
| 30D | +11.8% | -11.6% | +23.4% | +12.6% |
| 3M | -4.0% | -4.2% | +0.1% | -3.9% |
| 6M | -16.5% | -12.0% | -4.6% | -16.2% |
| YTD | -19.9% | -46.9% | +27.0% | -17.8% |
| 1Y | -25.6% | -47.0% | +21.4% | -23.6% |
| 3Y | -29.9% | +40.9% | -70.7% | -38.3% |
| All | -29.9% | +44.0% | -73.9% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling