+146.0%
TT vs PEGA
-46.5%
+192.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | 0.0% | +3.3% | -3.3% | -0.4% |
| 30D | -7.2% | +17.7% | -24.9% | -9.0% |
| 3M | -3.0% | +5.8% | -8.8% | -4.0% |
| 6M | +1.4% | -20.3% | +21.6% | +3.6% |
| YTD | +15.9% | -37.1% | +53.0% | +22.0% |
| 1Y | +9.4% | -30.2% | +39.6% | +12.6% |
| 3Y | +124.4% | +48.1% | +76.3% | +95.4% |
| All | +146.0% | -46.5% | +192.5% | +154.9% |
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