+9.2%
TT vs PEGA
-30.0%
+39.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.5% |
| 7D | -0.2% | +3.3% | -3.5% | +0.1% |
| 30D | -7.4% | +17.7% | -25.1% | -5.5% |
| 3M | -3.2% | +5.8% | -9.0% | -1.6% |
| 6M | +1.1% | -20.3% | +21.4% | +0.2% |
| YTD | +15.6% | -37.1% | +52.8% | +13.2% |
| 1Y | +9.2% | -30.2% | +39.4% | +7.1% |
| All | +9.2% | -30.0% | +39.2% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling