+108.8%
TNA vs PEGA
+49.1%
+59.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -2.0% | -3.2% |
| 7D | -3.6% | -6.1% | +2.5% | -0.8% |
| 30D | -10.1% | +6.4% | -16.4% | -13.0% |
| 3M | +2.7% | +2.9% | -0.2% | -0.8% |
| 6M | +38.4% | -23.8% | +62.2% | +53.5% |
| YTD | +45.4% | -41.1% | +86.5% | +81.1% |
| 1Y | +55.9% | -38.2% | +94.2% | +87.3% |
| All | +108.8% | +49.1% | +59.7% | +34.2% |
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