-43.8%
TOST vs PEGA
-47.7%
+3.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.4% |
| 7D | +11.6% | -1.6% | +13.2% | +12.4% |
| 30D | +16.2% | -3.0% | +19.2% | +17.8% |
| 3M | +1.0% | +5.8% | -4.8% | -2.1% |
| 6M | +23.2% | -8.8% | +32.0% | +26.5% |
| YTD | -1.0% | -43.5% | +42.5% | +23.8% |
| 1Y | -9.9% | -43.4% | +33.5% | +12.4% |
| 3Y | +101.0% | +48.6% | +52.4% | +36.3% |
| 5Y | -40.4% | -43.3% | +2.9% | -2.6% |
| All | -43.8% | -47.7% | +3.9% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling