+1,884.3%
TMO vs PEGA
+1,154.6%
+729.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -1.3% |
| 7D | +0.4% | -2.4% | +2.8% | +0.7% |
| 30D | +1.5% | +9.6% | -8.1% | +0.5% |
| 3M | +28.5% | +2.3% | +26.2% | +27.7% |
| 6M | +20.4% | -23.9% | +44.3% | +23.2% |
| YTD | +4.3% | -39.8% | +44.0% | +8.9% |
| 1Y | +24.1% | -37.4% | +61.5% | +28.7% |
| 3Y | +17.5% | +53.1% | -35.7% | +8.6% |
| 5Y | +6.8% | -47.2% | +54.0% | +7.4% |
| 10Y | +311.9% | +174.3% | +137.5% | +252.1% |
| All | +1,884.3% | +1,154.6% | +729.8% | +1,072.0% |
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