+69.0%
TPG vs PEGA
-28.8%
+97.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.2% |
| 7D | -9.4% | -3.0% | -6.4% | -8.6% |
| 30D | -5.3% | +15.9% | -21.2% | -9.0% |
| 3M | +12.9% | +10.8% | +2.1% | +8.8% |
| 6M | +20.1% | -16.5% | +36.6% | +24.5% |
| YTD | -22.5% | -39.0% | +16.5% | -13.0% |
| 1Y | -19.7% | -37.3% | +17.6% | -11.0% |
| 3Y | +81.2% | +59.2% | +22.0% | +48.2% |
| All | +69.0% | -28.8% | +97.8% | +62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling