+394.9%
TTWO vs PEGA
+184.6%
+210.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -1.0% |
| 7D | +0.4% | -3.0% | +3.4% | +1.1% |
| 30D | -11.3% | +15.9% | -27.2% | -14.8% |
| 3M | +1.6% | +10.8% | -9.3% | -2.0% |
| 6M | +2.1% | -16.5% | +18.6% | +5.2% |
| YTD | -15.8% | -39.0% | +23.2% | -6.9% |
| 1Y | -12.6% | -37.3% | +24.7% | -4.7% |
| 3Y | +48.2% | +59.2% | -11.0% | +16.5% |
| 5Y | +40.0% | -44.9% | +84.8% | +49.4% |
| All | +394.9% | +184.6% | +210.2% | +178.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling