+74.7%
TNA vs PEGA
+180.6%
-105.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -4.6% |
| 7D | -7.6% | -5.3% | -2.3% | -3.7% |
| 30D | -13.6% | +8.3% | -21.9% | -19.8% |
| 3M | +2.8% | +8.9% | -6.1% | -8.7% |
| 6M | +34.5% | -19.7% | +54.2% | +48.4% |
| YTD | +41.0% | -39.9% | +80.9% | +88.5% |
| 1Y | +52.0% | -36.4% | +88.4% | +89.3% |
| 3Y | +103.5% | +52.8% | +50.7% | -5.1% |
| 5Y | -22.5% | -45.7% | +23.1% | +2.5% |
| All | +74.7% | +180.6% | -105.9% | -28.7% |
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 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