+16.0%
TTMI vs PEGA
-47.0%
+63.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.4% | +9.4% | +8.9% |
| 7D | +7.2% | -8.6% | +15.9% | +5.5% |
| 30D | -28.7% | -10.1% | -18.6% | -29.8% |
| 3M | -39.8% | -4.7% | -35.1% | -40.1% |
| 6M | -51.7% | -8.0% | -43.7% | -50.7% |
| YTD | +14.1% | -47.1% | +61.2% | +37.6% |
| 1Y | +16.0% | -47.5% | +63.4% | +41.2% |
| All | +16.0% | -47.0% | +63.0% | +41.2% |
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