+16,079.1%
TYL vs PEGA
+1,209.2%
+14,869.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.1% | -3.9% |
| 7D | -3.7% | +3.3% | -7.0% | -4.2% |
| 30D | +18.7% | +17.7% | +1.0% | +15.5% |
| 3M | +18.1% | +5.8% | +12.3% | +16.8% |
| 6M | -1.1% | -20.3% | +19.1% | +2.4% |
| YTD | -19.8% | -37.1% | +17.3% | -13.9% |
| 1Y | -34.3% | -30.2% | -4.1% | -31.0% |
| 3Y | -8.2% | +48.1% | -56.3% | -18.0% |
| 5Y | -25.4% | -46.8% | +21.4% | -23.1% |
| 10Y | +115.6% | +191.3% | -75.7% | +69.6% |
| All | +16,079.1% | +1,209.2% | +14,869.9% | +5,937.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling