+741.5%
TT vs PEGA
+94.5%
+647.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +3.5% | -8.6% | +12.1% | +5.1% |
| 30D | -11.0% | -10.1% | -1.0% | -9.6% |
| 3M | -12.0% | -4.7% | -7.3% | -11.9% |
| 6M | -10.4% | -8.0% | -2.5% | -10.6% |
| YTD | +9.9% | -47.1% | +57.1% | +20.7% |
| 1Y | +1.5% | -47.5% | +48.9% | +11.4% |
| 3Y | +93.7% | +40.2% | +53.5% | +58.3% |
| 5Y | +139.2% | -45.7% | +185.0% | +143.0% |
| 10Y | +741.5% | +85.1% | +656.4% | +468.4% |
| All | +741.5% | +94.5% | +647.0% | +468.4% |
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