-97.8%
TSLQ vs PEGA
+43.3%
-141.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.1% | -5.6% | -2.6% |
| 7D | -26.6% | -4.6% | -22.0% | -28.4% |
| 30D | -17.5% | -6.8% | -10.7% | -20.2% |
| 3M | -41.7% | +2.6% | -44.3% | -40.5% |
| 6M | -16.9% | -5.4% | -11.6% | -17.8% |
| YTD | -21.9% | -46.0% | +24.1% | -40.8% |
| 1Y | -32.5% | -45.6% | +13.1% | -48.4% |
| 3Y | -97.2% | +43.2% | -140.3% | -95.4% |
| All | -97.8% | +43.3% | -141.2% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling