-27.7%
TOST vs PEGA
-44.5%
+16.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.2% | +2.9% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +16.2% | -4.1% | +20.3% | +18.2% |
| 3M | -1.5% | -2.8% | +1.3% | -0.9% |
| 6M | +55.3% | -0.4% | +55.7% | +53.0% |
| YTD | -2.3% | -45.4% | +43.0% | +23.2% |
| 1Y | -5.5% | -42.6% | +37.1% | +16.4% |
| 3Y | +151.1% | +45.4% | +105.7% | +73.8% |
| All | -27.7% | -44.5% | +16.8% | +12.0% |
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