+1,084.3%
TTMI vs PEGA
+180.6%
+903.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -2.0% |
| 7D | +6.0% | -5.3% | +11.3% | +7.4% |
| 30D | -6.4% | +8.3% | -14.7% | -8.7% |
| 3M | -28.9% | +8.9% | -37.8% | -32.0% |
| 6M | +26.9% | -19.7% | +46.6% | +30.8% |
| YTD | +77.3% | -39.9% | +117.2% | +95.8% |
| 1Y | +147.5% | -36.4% | +183.9% | +167.9% |
| 3Y | +847.6% | +52.8% | +794.8% | +632.3% |
| 5Y | +802.2% | -45.7% | +847.9% | +861.1% |
| All | +1,084.3% | +180.6% | +903.8% | +593.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling