-45.7%
TOST vs PEGA
-41.8%
-3.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.5% |
| 7D | -3.4% | +3.3% | -6.7% | -4.8% |
| 30D | -2.4% | +17.7% | -20.2% | -9.7% |
| 3M | +34.6% | +5.8% | +28.8% | +29.3% |
| 6M | +15.2% | -20.3% | +35.5% | +25.0% |
| YTD | -4.4% | -37.1% | +32.7% | +14.3% |
| 1Y | -17.4% | -30.2% | +12.8% | -6.8% |
| 3Y | +54.5% | +48.1% | +6.4% | +7.0% |
| All | -45.7% | -41.8% | -3.9% | -5.6% |
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