+127.9%
TT vs PEGA
-45.3%
+173.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.9% | +2.7% |
| 7D | -2.0% | -4.5% | +2.5% | -1.5% |
| 30D | -14.0% | -5.7% | -8.3% | -13.6% |
| 3M | -15.9% | +2.6% | -18.4% | -16.5% |
| 6M | -17.3% | -10.6% | -6.7% | -17.0% |
| YTD | +4.0% | -45.5% | +49.4% | +10.8% |
| 1Y | -7.1% | -44.8% | +37.7% | -1.3% |
| 3Y | +90.2% | +45.5% | +44.7% | +64.4% |
| All | +127.9% | -45.3% | +173.2% | +127.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling