+18.9%
TW vs PEGA
-47.0%
+66.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.8% |
| 7D | +2.8% | -8.6% | +11.5% | +3.9% |
| 30D | +18.1% | -10.1% | +28.1% | +19.5% |
| 3M | +25.2% | -4.7% | +30.0% | +26.0% |
| 6M | +19.1% | -8.0% | +27.1% | +19.3% |
| YTD | +21.9% | -47.1% | +69.0% | +29.6% |
| 1Y | +18.9% | -47.5% | +66.4% | +26.6% |
| All | +18.9% | -47.0% | +66.0% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling