-88.2%
TMF vs PEGA
-45.8%
-42.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -3.4% | -8.6% | +5.3% | -2.6% |
| 30D | +11.5% | -10.1% | +21.6% | +12.5% |
| 3M | -4.5% | -4.7% | +0.2% | -4.2% |
| 6M | -15.0% | -8.0% | -7.0% | -14.8% |
| YTD | -19.9% | -47.1% | +27.3% | -16.1% |
| 1Y | -26.6% | -47.5% | +20.9% | -23.2% |
| 3Y | -29.8% | +40.2% | -70.1% | -36.1% |
| 5Y | -88.2% | -45.7% | -42.4% | -90.6% |
| All | -88.2% | -45.8% | -42.4% | -90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling