+132.3%
TT vs PEGA
-44.5%
+176.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.6% |
| 7D | +4.0% | +0.1% | +3.9% | +4.0% |
| 30D | -11.3% | -4.1% | -7.2% | -11.1% |
| 3M | -12.3% | -2.8% | -9.5% | -12.4% |
| 6M | -10.8% | -0.4% | -10.4% | -11.7% |
| YTD | +8.2% | -45.4% | +53.5% | +15.2% |
| 1Y | +1.5% | -42.6% | +44.1% | +7.1% |
| 3Y | +91.5% | +45.4% | +46.1% | +65.5% |
| All | +132.3% | -44.5% | +176.8% | +129.4% |
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