+750.6%
TT vs PEGA
+99.2%
+651.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.9% | +8.6% | +5.4% |
| 7D | +1.7% | -10.0% | +11.7% | +3.6% |
| 30D | -11.8% | -12.7% | +0.9% | -10.0% |
| 3M | -12.6% | -4.6% | -8.0% | -12.5% |
| 6M | -9.4% | -13.1% | +3.7% | -8.6% |
| YTD | +8.8% | -47.6% | +56.4% | +19.6% |
| 1Y | -2.5% | -47.0% | +44.5% | +6.8% |
| 3Y | +95.7% | +42.0% | +53.6% | +59.3% |
| 5Y | +135.7% | -47.8% | +183.6% | +142.1% |
| 10Y | +750.6% | +92.0% | +658.6% | +487.6% |
| All | +750.6% | +99.2% | +651.4% | +487.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling