+29.9%
TPR vs PEGA
-47.6%
+77.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.9% | +6.4% | +2.5% |
| 7D | +12.7% | -10.0% | +22.7% | +12.9% |
| 30D | +17.1% | -12.7% | +29.7% | +17.3% |
| 3M | -15.9% | -4.6% | -11.3% | -15.6% |
| 6M | +2.6% | -13.1% | +15.7% | +3.0% |
| YTD | +7.5% | -47.6% | +55.1% | +14.6% |
| All | +29.9% | -47.6% | +77.5% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling