-22.5%
TNA vs PEGA
-48.2%
+25.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -2.0% | -2.9% |
| 7D | -3.6% | -6.1% | +2.5% | 0.0% |
| 30D | -10.1% | +6.4% | -16.4% | -13.9% |
| 3M | +2.7% | +2.9% | -0.2% | -2.2% |
| 6M | +38.4% | -23.8% | +62.2% | +55.6% |
| YTD | +45.4% | -41.1% | +86.5% | +86.7% |
| 1Y | +55.9% | -38.2% | +94.2% | +91.5% |
| 3Y | +109.8% | +49.8% | +60.0% | +26.4% |
| 5Y | -22.5% | -48.0% | +25.5% | +25.2% |
| All | -22.5% | -48.2% | +25.7% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling