-95.9%
TSLQ vs PEGA
+48.1%
-144.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.2% | -3.8% | -10.2% |
| 7D | -8.6% | -2.4% | -6.2% | -9.8% |
| 30D | -24.9% | +9.6% | -34.5% | -20.4% |
| 3M | -1.5% | +2.3% | -3.9% | +1.0% |
| 6M | -18.1% | -23.9% | +5.8% | -28.7% |
| YTD | -0.1% | -39.8% | +39.7% | -23.7% |
| 1Y | -51.4% | -37.4% | -14.0% | -61.3% |
| 3Y | -95.9% | +53.1% | -149.1% | -93.0% |
| All | -95.9% | +48.1% | -144.0% | -93.0% |
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 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