+371.7%
TPR vs PEGA
+94.5%
+277.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.5% |
| 7D | +6.4% | -8.6% | +15.1% | +9.3% |
| 30D | +13.8% | -10.1% | +23.8% | +17.1% |
| 3M | -16.6% | -4.7% | -11.9% | -16.4% |
| 6M | +0.7% | -8.0% | +8.6% | +0.5% |
| YTD | +5.3% | -47.1% | +52.5% | +23.8% |
| 1Y | +32.4% | -47.5% | +79.8% | +55.7% |
| 3Y | +406.4% | +40.2% | +366.1% | +272.0% |
| 5Y | +227.9% | -45.7% | +273.7% | +246.5% |
| 10Y | +371.7% | +85.1% | +286.7% | +225.9% |
| All | +371.7% | +94.5% | +277.3% | +225.9% |
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