+32.7%
TNA vs PEGA
+97.3%
-64.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -2.0% |
| 7D | +3.7% | +0.1% | +3.6% | +3.1% |
| 30D | +4.4% | -4.1% | +8.5% | +6.8% |
| 3M | -26.7% | -2.8% | -23.8% | -26.9% |
| 6M | -12.8% | -0.4% | -12.4% | -19.1% |
| YTD | +22.7% | -45.4% | +68.0% | +74.0% |
| 1Y | +35.7% | -42.6% | +78.3% | +84.1% |
| 3Y | +134.6% | +45.4% | +89.2% | +8.8% |
| 5Y | -46.0% | -44.6% | -1.4% | -33.7% |
| All | +32.7% | +97.3% | -64.7% | -34.6% |
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