+10.7%
TTMI vs PEGA
-44.4%
+55.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | 0.0% | -10.1% | -10.1% |
| 7D | -19.2% | -2.9% | -16.3% | -19.6% |
| 30D | -44.9% | -0.5% | -44.4% | -44.7% |
| 3M | -44.7% | +8.5% | -53.2% | -43.9% |
| 6M | -53.4% | -6.3% | -47.1% | -51.1% |
| YTD | +6.3% | -42.2% | +48.5% | +29.1% |
| 1Y | +10.7% | -43.4% | +54.1% | +38.3% |
| All | +10.7% | -44.4% | +55.1% | +38.3% |
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