+29.5%
TPR vs PEGA
-46.9%
+76.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +12.1% | -8.2% | +20.3% | +12.2% |
| 30D | +16.7% | -11.6% | +28.2% | +16.9% |
| 3M | -17.4% | -4.2% | -13.2% | -17.1% |
| 6M | +2.3% | -12.0% | +14.3% | +2.6% |
| YTD | +7.1% | -46.9% | +54.0% | +14.2% |
| 1Y | +29.5% | -47.0% | +76.5% | +38.1% |
| All | +29.5% | -46.9% | +76.4% | +38.1% |
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 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