+19.5%
TTMI vs PEGA
-16.7%
+36.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +8.5% |
| 7D | +5.9% | +3.3% | +2.6% | +7.1% |
| 30D | -4.3% | +17.7% | -22.1% | +1.9% |
| 3M | -32.0% | +5.8% | -37.8% | -24.8% |
| 6M | +19.5% | -20.3% | +39.7% | +25.5% |
| All | +19.5% | -16.7% | +36.1% | +25.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling