+328.6%
TMO vs PEGA
+184.6%
+144.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.8% |
| 7D | -0.6% | -3.0% | +2.4% | 0.0% |
| 30D | +1.1% | +15.9% | -14.8% | -2.0% |
| 3M | +28.3% | +10.8% | +17.5% | +24.7% |
| 6M | +23.3% | -16.5% | +39.8% | +26.5% |
| YTD | +5.5% | -39.0% | +44.5% | +14.5% |
| 1Y | +24.5% | -37.3% | +61.8% | +33.7% |
| 3Y | +19.6% | +59.2% | -39.6% | -1.9% |
| 5Y | +8.1% | -44.9% | +53.0% | +12.1% |
| All | +328.6% | +184.6% | +144.0% | +194.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling