+893.7%
TT vs PEGA
+175.4%
+718.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.3% |
| 7D | +1.6% | -2.4% | +4.0% | +2.0% |
| 30D | -7.3% | +9.6% | -16.9% | -9.0% |
| 3M | -2.6% | +2.3% | -4.9% | -3.9% |
| 6M | +5.9% | -23.9% | +29.8% | +9.9% |
| YTD | +15.4% | -39.8% | +55.2% | +24.3% |
| 1Y | +8.2% | -37.4% | +45.7% | +14.9% |
| 3Y | +122.7% | +53.1% | +69.5% | +81.1% |
| 5Y | +145.0% | -47.2% | +192.2% | +155.8% |
| 10Y | +893.7% | +174.3% | +719.4% | +502.6% |
| All | +893.7% | +175.4% | +718.4% | +502.6% |
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