+6.9%
TMO vs PEGA
-47.2%
+54.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.7% |
| 7D | -2.5% | -5.3% | +2.8% | -1.7% |
| 30D | -0.3% | +8.3% | -8.6% | -1.6% |
| 3M | +25.3% | +8.9% | +16.3% | +22.9% |
| 6M | +20.9% | -19.7% | +40.6% | +24.0% |
| YTD | +4.3% | -39.9% | +44.2% | +11.3% |
| 1Y | +27.0% | -36.4% | +63.4% | +33.7% |
| 3Y | +17.5% | +52.8% | -35.3% | +2.8% |
| 5Y | +6.9% | -45.7% | +52.6% | +5.7% |
| All | +6.9% | -47.2% | +54.1% | +5.7% |
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 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