+185.6%
TSCO vs PEGA
+180.6%
+5.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.7% |
| 7D | -3.1% | -5.3% | +2.2% | -2.3% |
| 30D | -4.4% | +8.3% | -12.7% | -5.8% |
| 3M | +9.7% | +8.9% | +0.8% | +7.5% |
| 6M | -32.4% | -19.7% | -12.7% | -30.5% |
| YTD | -31.7% | -39.9% | +8.2% | -26.9% |
| 1Y | -41.3% | -36.4% | -4.9% | -38.0% |
| 3Y | -18.3% | +52.8% | -71.1% | -30.7% |
| 5Y | -10.3% | -45.7% | +35.4% | -6.4% |
| All | +185.6% | +180.6% | +5.0% | +113.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling