-31.0%
TRMB vs PEGA
-44.4%
+13.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | 0.0% | -17.3% | -17.3% |
| 7D | -15.7% | -2.9% | -12.8% | -14.8% |
| 30D | -7.8% | -0.5% | -7.3% | -7.8% |
| 3M | -9.3% | +8.5% | -17.8% | -12.6% |
| 6M | -20.8% | -6.3% | -14.6% | -20.2% |
| YTD | -30.8% | -42.2% | +11.4% | -18.5% |
| 1Y | -31.0% | -43.4% | +12.5% | -16.1% |
| All | -31.0% | -44.4% | +13.5% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling