+901.9%
TTMI vs PEGA
+48.1%
+853.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.2% | +7.2% | +3.5% |
| 7D | +12.2% | -2.4% | +14.6% | +12.4% |
| 30D | -5.7% | +9.6% | -15.4% | -7.1% |
| 3M | -27.5% | +2.3% | -29.8% | -28.0% |
| 6M | +47.1% | -23.9% | +71.0% | +54.2% |
| YTD | +87.5% | -39.8% | +127.2% | +105.4% |
| 1Y | +175.2% | -37.4% | +212.6% | +197.9% |
| 3Y | +901.9% | +53.1% | +848.8% | +687.8% |
| All | +901.9% | +48.1% | +853.9% | +687.8% |
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