-10.3%
TSCO vs PEGA
-47.2%
+36.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.6% |
| 7D | -3.1% | -5.3% | +2.2% | -2.5% |
| 30D | -4.4% | +8.3% | -12.7% | -5.3% |
| 3M | +9.7% | +8.9% | +0.8% | +8.2% |
| 6M | -32.4% | -19.7% | -12.7% | -31.1% |
| YTD | -31.7% | -39.9% | +8.2% | -28.5% |
| 1Y | -41.3% | -36.4% | -4.9% | -39.1% |
| 3Y | -18.3% | +52.8% | -71.1% | -26.9% |
| 5Y | -10.3% | -45.7% | +35.4% | -4.5% |
| All | -10.3% | -47.2% | +36.9% | -4.5% |
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