+443.1%
TTMI vs PEGA
+2,531.6%
-2,088.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +9.1% |
| 7D | +5.9% | +3.3% | +2.6% | +5.0% |
| 30D | -4.3% | +17.7% | -22.1% | -8.5% |
| 3M | -32.0% | +5.8% | -37.8% | -34.4% |
| 6M | +19.5% | -20.3% | +39.7% | +22.4% |
| YTD | +82.0% | -37.1% | +119.2% | +95.4% |
| 1Y | +172.6% | -30.2% | +202.8% | +184.2% |
| 3Y | +744.7% | +48.1% | +696.5% | +594.4% |
| 5Y | +805.6% | -46.8% | +852.3% | +807.7% |
| 10Y | +1,057.6% | +191.3% | +866.3% | +642.2% |
| All | +443.1% | +2,531.6% | -2,088.5% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling