+284.0%
TW vs PEGA
-2.5%
+286.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | +3.9% | +0.1% | +3.8% | +3.9% |
| 30D | +19.9% | -4.1% | +24.1% | +20.7% |
| 3M | +25.9% | -2.8% | +28.8% | +26.3% |
| 6M | +21.1% | -0.4% | +21.6% | +20.1% |
| YTD | +23.9% | -45.4% | +69.3% | +34.8% |
| 1Y | +21.2% | -42.6% | +63.9% | +30.6% |
| 3Y | +44.8% | +45.4% | -0.6% | +22.7% |
| 5Y | +41.4% | -44.6% | +86.0% | +52.5% |
| All | +284.0% | -2.5% | +286.5% | +221.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling