-72.0%
TTD vs PEGA
-44.4%
-27.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.9% |
| 7D | +3.7% | -2.9% | +6.5% | +5.0% |
| 30D | +10.4% | -0.5% | +10.9% | +10.7% |
| 3M | -31.6% | +8.5% | -40.1% | -34.3% |
| 6M | -45.1% | -6.3% | -38.8% | -44.2% |
| YTD | -65.1% | -42.2% | -23.0% | -57.9% |
| 1Y | -72.0% | -43.4% | -28.6% | -65.5% |
| All | -72.0% | -44.4% | -27.6% | -65.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling