+33.1%
TPR vs PEGA
-44.6%
+77.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +15.1% | -4.1% | +19.2% | +15.1% |
| 3M | +3.5% | -2.8% | +6.4% | +3.6% |
| 6M | +0.4% | -0.4% | +0.9% | +0.2% |
| YTD | +4.6% | -45.4% | +50.0% | +10.8% |
| 1Y | +33.1% | -42.6% | +75.7% | +39.4% |
| All | +33.1% | -44.6% | +77.7% | +39.4% |
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 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