+220.3%
TTMI vs PEGA
+2,186.4%
-1,966.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.2% |
| 7D | +11.4% | +0.1% | +11.3% | +11.1% |
| 30D | -28.3% | -4.1% | -24.2% | -28.1% |
| 3M | -46.7% | -2.8% | -43.8% | -47.1% |
| 6M | -56.1% | -0.4% | -55.7% | -57.7% |
| YTD | +7.4% | -45.4% | +52.7% | +17.8% |
| 1Y | +17.4% | -42.6% | +60.0% | +27.5% |
| 3Y | +429.1% | +45.4% | +383.7% | +330.4% |
| 5Y | +418.8% | -44.6% | +463.4% | +407.5% |
| 10Y | +411.2% | +91.2% | +320.1% | +259.6% |
| All | +220.3% | +2,186.4% | -1,966.1% | -5.7% |
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