+356.2%
TPR vs PEGA
+97.3%
+258.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +15.1% | -4.1% | +19.2% | +16.2% |
| 3M | +3.5% | -2.8% | +6.4% | +3.6% |
| 6M | +0.4% | -0.4% | +0.9% | -2.2% |
| YTD | +4.6% | -45.4% | +50.0% | +21.7% |
| 1Y | +33.1% | -42.6% | +75.7% | +51.9% |
| 3Y | +396.0% | +45.4% | +350.6% | +260.1% |
| 5Y | +230.3% | -44.6% | +274.9% | +247.6% |
| All | +356.2% | +97.3% | +258.9% | +208.1% |
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