+172.6%
TTMI vs PEGA
-30.0%
+202.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +8.7% |
| 7D | +5.9% | +3.3% | +2.6% | +6.2% |
| 30D | -4.3% | +17.7% | -22.1% | -2.6% |
| 3M | -32.0% | +5.8% | -37.8% | -29.2% |
| 6M | +19.5% | -20.3% | +39.7% | +27.9% |
| YTD | +82.0% | -37.1% | +119.2% | +104.2% |
| 1Y | +172.6% | -30.2% | +202.8% | +197.2% |
| All | +172.6% | -30.0% | +202.6% | +197.2% |
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