-4.7%
TOST vs PEGA
-45.2%
+40.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | +0.3% |
| 7D | +9.4% | -4.5% | +13.9% | +11.9% |
| 30D | +13.5% | -5.7% | +19.2% | +16.6% |
| 3M | -0.1% | +2.6% | -2.7% | -2.1% |
| 6M | +22.5% | -10.6% | +33.1% | +27.6% |
| YTD | -2.4% | -45.5% | +43.1% | +29.0% |
| 1Y | -4.7% | -44.8% | +40.1% | +25.1% |
| All | -4.7% | -45.2% | +40.5% | +25.1% |
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