-96.7%
TSLQ vs PEGA
+42.3%
-139.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.2% |
| 7D | +4.7% | -8.2% | +12.9% | +0.1% |
| 30D | -5.6% | -11.6% | +6.0% | -11.4% |
| 3M | -34.6% | -4.2% | -30.4% | -35.3% |
| 6M | -11.4% | -12.0% | +0.6% | -16.3% |
| YTD | -14.1% | -46.9% | +32.8% | -38.7% |
| 1Y | -20.7% | -47.0% | +26.2% | -43.2% |
| All | -96.7% | +42.3% | -139.0% | -94.5% |
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 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