+73.3%
TPG vs PEGA
-31.2%
+104.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.8% | -3.3% |
| 7D | -6.5% | -6.1% | -0.4% | -4.8% |
| 30D | +0.1% | +6.4% | -6.3% | -1.6% |
| 3M | +14.5% | +2.9% | +11.6% | +12.7% |
| 6M | +17.3% | -23.8% | +41.2% | +24.9% |
| YTD | -20.5% | -41.1% | +20.6% | -9.9% |
| 1Y | -13.2% | -38.2% | +25.0% | -3.4% |
| 3Y | +87.7% | +49.8% | +37.9% | +56.2% |
| All | +73.3% | -31.2% | +104.5% | +68.4% |
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