-69.0%
TMF vs PEGA
+621.1%
-690.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | -0.5% |
| 7D | +1.2% | -4.5% | +5.7% | +0.7% |
| 30D | +19.7% | -5.7% | +25.4% | +19.0% |
| 3M | -2.1% | +2.6% | -4.7% | -1.7% |
| 6M | -13.4% | -10.6% | -2.9% | -14.1% |
| YTD | -16.7% | -45.5% | +28.8% | -21.7% |
| 1Y | -23.3% | -44.8% | +21.4% | -27.7% |
| 3Y | -24.8% | +45.5% | -70.4% | -17.2% |
| 5Y | -88.0% | -45.3% | -42.7% | -89.1% |
| 10Y | -84.7% | +102.4% | -187.1% | -79.4% |
| All | -69.0% | +621.1% | -690.0% | -41.7% |
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