-68.9%
TMF vs PEGA
+647.1%
-716.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.3% |
| 7D | +2.7% | -1.6% | +4.3% | +2.5% |
| 30D | +19.3% | -3.0% | +22.3% | +19.0% |
| 3M | -3.7% | +5.8% | -9.5% | -3.0% |
| 6M | -11.3% | -8.8% | -2.5% | -11.8% |
| YTD | -16.6% | -43.5% | +26.9% | -21.2% |
| 1Y | -21.1% | -43.4% | +22.3% | -25.4% |
| 3Y | -26.8% | +48.6% | -75.4% | -19.2% |
| 5Y | -88.0% | -43.3% | -44.7% | -89.1% |
| 10Y | -84.7% | +109.7% | -194.4% | -79.2% |
| All | -68.9% | +647.1% | -716.0% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling