+186.2%
TRI vs PEGA
+180.6%
+5.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.7% |
| 7D | -14.4% | -5.3% | -9.1% | -13.4% |
| 30D | -8.1% | +8.3% | -16.4% | -9.5% |
| 3M | +17.5% | +8.9% | +8.6% | +15.5% |
| 6M | -5.0% | -19.7% | +14.8% | -1.7% |
| YTD | -24.7% | -39.9% | +15.2% | -18.7% |
| 1Y | -41.5% | -36.4% | -5.1% | -37.6% |
| 3Y | -20.3% | +52.8% | -73.1% | -29.8% |
| 5Y | -10.9% | -45.7% | +34.7% | -6.5% |
| All | +186.2% | +180.6% | +5.6% | +134.1% |
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