-42.8%
TOST vs PEGA
-47.0%
+4.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +2.0% |
| 7D | +4.0% | -10.0% | +14.0% | +8.8% |
| 30D | +11.1% | -12.7% | +23.7% | +17.7% |
| 3M | +0.8% | -4.6% | +5.4% | +2.2% |
| 6M | +38.8% | -13.1% | +51.9% | +45.1% |
| YTD | -2.1% | -47.6% | +45.5% | +26.0% |
| 1Y | -6.0% | -47.0% | +41.0% | +20.2% |
| 3Y | +149.8% | +42.0% | +107.8% | +73.0% |
| 5Y | -42.8% | -47.8% | +5.1% | +1.9% |
| All | -42.8% | -47.0% | +4.2% | +1.9% |
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