+48.2%
TTWO vs PEGA
+54.2%
-6.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.9% |
| 7D | +0.4% | -3.0% | +3.4% | +0.8% |
| 30D | -11.3% | +15.9% | -27.2% | -13.4% |
| 3M | +1.6% | +10.8% | -9.3% | -0.5% |
| 6M | +2.1% | -16.5% | +18.6% | +3.9% |
| YTD | -15.8% | -39.0% | +23.2% | -11.2% |
| 1Y | -12.6% | -37.3% | +24.7% | -8.4% |
| 3Y | +48.2% | +59.2% | -11.0% | +44.6% |
| All | +48.2% | +54.2% | -6.0% | +44.6% |
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