+20.9%
TW vs PEGA
+48.1%
-27.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.2% | -2.7% |
| 7D | -3.5% | -2.4% | -1.1% | -3.3% |
| 30D | +0.5% | +9.6% | -9.1% | -0.3% |
| 3M | +4.9% | +2.3% | +2.6% | +4.3% |
| 6M | -17.1% | -23.9% | +6.8% | -15.8% |
| YTD | -3.9% | -39.8% | +35.9% | -0.8% |
| 1Y | -13.3% | -37.4% | +24.2% | -10.9% |
| 3Y | +20.9% | +53.1% | -32.2% | +10.2% |
| All | +20.9% | +48.1% | -27.2% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling