+1.2%
TYL vs PEGA
+37.6%
-36.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.4% | +0.3% |
| 7D | +3.5% | -10.0% | +13.5% | +6.0% |
| 30D | +26.9% | -12.7% | +39.6% | +30.8% |
| 3M | +33.8% | -4.6% | +38.4% | +35.3% |
| 6M | +28.8% | -13.1% | +41.9% | +32.1% |
| YTD | -7.9% | -47.6% | +39.7% | +2.0% |
| 1Y | -9.8% | -47.0% | +37.3% | -0.3% |
| 3Y | +1.2% | +42.0% | -40.8% | -4.7% |
| All | +1.2% | +37.6% | -36.4% | -4.7% |
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 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