-97.2%
TSLQ vs PEGA
+60.0%
-157.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.2% | -3.8% | -10.0% |
| 7D | -8.6% | -2.4% | -6.2% | -9.7% |
| 30D | -24.9% | +9.6% | -34.5% | -20.8% |
| 3M | -1.5% | +2.3% | -3.9% | +1.0% |
| 6M | -18.1% | -23.9% | +5.8% | -27.2% |
| YTD | -0.1% | -39.8% | +39.7% | -20.3% |
| 1Y | -51.4% | -37.4% | -14.0% | -59.7% |
| 3Y | -95.9% | +53.1% | -149.1% | -93.2% |
| All | -97.2% | +60.0% | -157.2% | -94.6% |
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