-13.1%
TW vs PEGA
-37.1%
+24.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.4% | -0.7% |
| 7D | -2.7% | -5.3% | +2.6% | -2.2% |
| 30D | -1.7% | +8.3% | -10.0% | -2.6% |
| 3M | +1.6% | +8.9% | -7.3% | +0.1% |
| 6M | -17.7% | -19.7% | +2.0% | -16.5% |
| YTD | -4.3% | -39.9% | +35.6% | +0.2% |
| 1Y | -13.1% | -36.4% | +23.3% | -9.7% |
| All | -13.1% | -37.1% | +24.0% | -9.7% |
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