+134.6%
TNA vs PEGA
+46.3%
+88.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.5% |
| 7D | +3.7% | +0.1% | +3.6% | +3.4% |
| 30D | +4.4% | -4.1% | +8.5% | +5.9% |
| 3M | -26.7% | -2.8% | -23.8% | -26.6% |
| 6M | -12.8% | -0.4% | -12.4% | -15.6% |
| YTD | +22.7% | -45.4% | +68.0% | +55.8% |
| 1Y | +35.7% | -42.6% | +78.3% | +67.6% |
| 3Y | +134.6% | +45.4% | +89.2% | +59.7% |
| All | +134.6% | +46.3% | +88.3% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling