-68.7%
TMF vs PEGA
+731.5%
-800.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.3% |
| 7D | -1.4% | +3.3% | -4.7% | -1.1% |
| 30D | -2.8% | +17.7% | -20.6% | -1.1% |
| 3M | -10.9% | +5.8% | -16.7% | -10.1% |
| 6M | -21.3% | -20.3% | -1.1% | -23.0% |
| YTD | -15.9% | -37.1% | +21.3% | -19.7% |
| 1Y | -15.7% | -30.2% | +14.5% | -18.3% |
| 3Y | -43.4% | +48.1% | -91.5% | -38.0% |
| 5Y | -87.8% | -46.8% | -41.0% | -89.1% |
| 10Y | -86.7% | +191.3% | -278.1% | -80.8% |
| All | -68.7% | +731.5% | -800.1% | -40.2% |
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