+38.7%
TW vs PEGA
-47.4%
+86.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +0.8% |
| 7D | +3.4% | -10.0% | +13.4% | +4.6% |
| 30D | +15.5% | -12.7% | +28.1% | +17.1% |
| 3M | +25.1% | -4.6% | +29.7% | +25.6% |
| 6M | +18.2% | -13.1% | +31.3% | +19.3% |
| YTD | +19.7% | -47.6% | +67.3% | +26.8% |
| 1Y | +18.1% | -47.0% | +65.1% | +24.9% |
| 3Y | +40.5% | +42.0% | -1.5% | +28.2% |
| All | +38.7% | -47.4% | +86.0% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling