-24.8%
TYL vs PEGA
-46.5%
+21.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.1% | -3.7% |
| 7D | -3.7% | +3.3% | -7.0% | -4.6% |
| 30D | +18.7% | +17.7% | +1.0% | +13.3% |
| 3M | +18.1% | +5.8% | +12.3% | +15.6% |
| 6M | -1.1% | -20.3% | +19.1% | +4.1% |
| YTD | -19.8% | -37.1% | +17.3% | -10.6% |
| 1Y | -34.3% | -30.2% | -4.1% | -29.3% |
| 3Y | -8.2% | +48.1% | -56.3% | -27.3% |
| All | -24.8% | -46.5% | +21.7% | -7.5% |
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