+230.8%
TPR vs PEGA
-45.0%
+275.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.0% |
| 7D | -1.1% | -4.6% | +3.4% | -0.2% |
| 30D | +15.1% | -6.8% | +21.9% | +16.6% |
| 3M | -13.4% | +2.6% | -16.0% | -14.7% |
| 6M | +1.4% | -5.4% | +6.7% | +0.7% |
| YTD | +4.8% | -46.0% | +50.8% | +18.1% |
| 1Y | +29.2% | -45.6% | +74.8% | +45.2% |
| 3Y | +403.7% | +43.2% | +360.5% | +302.3% |
| 5Y | +230.8% | -45.3% | +276.1% | +254.0% |
| All | +230.8% | -45.0% | +275.8% | +254.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling