+379.1%
TPR vs PEGA
+101.6%
+277.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.1% |
| 7D | +14.2% | -4.5% | +18.7% | +15.8% |
| 30D | +17.1% | -5.7% | +22.8% | +18.9% |
| 3M | -17.7% | +2.7% | -20.4% | -19.4% |
| 6M | -10.2% | -10.5% | +0.3% | -9.5% |
| YTD | +4.9% | -45.4% | +50.3% | +22.2% |
| 1Y | +36.1% | -44.7% | +80.9% | +57.5% |
| 3Y | +416.5% | +45.7% | +370.8% | +274.8% |
| 5Y | +254.8% | -45.3% | +300.0% | +275.5% |
| All | +379.1% | +101.6% | +277.5% | +225.4% |
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 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