-22.4%
TYL vs PEGA
-45.3%
+22.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -1.3% |
| 7D | +6.7% | -4.5% | +11.2% | +8.1% |
| 30D | +26.5% | -5.7% | +32.2% | +28.5% |
| 3M | +37.3% | +2.6% | +34.7% | +36.2% |
| 6M | +31.2% | -10.6% | +41.8% | +34.7% |
| YTD | -7.4% | -45.5% | +38.1% | +7.6% |
| 1Y | -9.6% | -44.8% | +35.2% | +4.5% |
| 3Y | +1.9% | +45.5% | -43.6% | -19.7% |
| All | -22.4% | -45.3% | +22.9% | -1.6% |
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