+415.0%
TPR vs PEGA
+44.0%
+371.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +12.1% | -8.2% | +20.3% | +13.4% |
| 30D | +16.7% | -11.6% | +28.2% | +18.6% |
| 3M | -17.4% | -4.2% | -13.2% | -17.3% |
| 6M | +2.3% | -12.0% | +14.3% | +3.2% |
| YTD | +7.1% | -46.9% | +54.0% | +17.6% |
| 1Y | +29.5% | -47.0% | +76.5% | +42.1% |
| 3Y | +415.0% | +40.9% | +374.2% | +355.1% |
| All | +415.0% | +44.0% | +371.1% | +355.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling