-82.9%
TTD vs PEGA
+55.9%
-138.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.0% |
| 7D | +6.3% | +3.3% | +3.0% | +4.9% |
| 30D | -23.9% | +17.7% | -41.6% | -29.4% |
| 3M | -31.4% | +5.8% | -37.2% | -33.8% |
| 6M | -42.7% | -20.3% | -22.4% | -37.7% |
| YTD | -62.0% | -37.1% | -24.8% | -54.9% |
| 1Y | -72.2% | -30.2% | -42.0% | -68.8% |
| All | -82.9% | +55.9% | -138.8% | -82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling