-97.0%
TSLQ vs PEGA
+67.0%
-164.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.0% | +12.9% | +11.5% |
| 7D | -5.8% | +3.3% | -9.1% | -4.1% |
| 30D | -22.1% | +17.7% | -39.8% | -14.8% |
| 3M | +10.1% | +5.8% | +4.3% | +15.1% |
| 6M | -6.8% | -20.3% | +13.5% | -15.1% |
| YTD | +8.5% | -37.1% | +45.7% | -11.5% |
| 1Y | -49.7% | -30.2% | -19.5% | -55.8% |
| 3Y | -95.6% | +48.1% | -143.7% | -92.8% |
| All | -97.0% | +67.0% | -164.0% | -94.0% |
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