+52.0%
TNA vs PEGA
-37.1%
+89.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -3.4% |
| 7D | -7.6% | -5.3% | -2.3% | -6.6% |
| 30D | -13.6% | +8.3% | -21.9% | -15.1% |
| 3M | +2.8% | +8.9% | -6.1% | +0.7% |
| 6M | +34.5% | -19.7% | +54.2% | +42.2% |
| YTD | +41.0% | -39.9% | +80.9% | +61.4% |
| 1Y | +52.0% | -36.4% | +88.4% | +69.0% |
| All | +52.0% | -37.1% | +89.2% | +69.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling