+15.3%
TRMB vs PEGA
+48.1%
-32.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -0.1% |
| 7D | -0.3% | -2.4% | +2.1% | +0.4% |
| 30D | -1.2% | +9.6% | -10.9% | -3.7% |
| 3M | +9.6% | +2.3% | +7.3% | +8.2% |
| 6M | -16.1% | -23.9% | +7.8% | -11.4% |
| YTD | -25.0% | -39.8% | +14.8% | -17.1% |
| 1Y | -27.7% | -37.4% | +9.7% | -21.1% |
| 3Y | +15.3% | +53.1% | -37.8% | +10.6% |
| All | +15.3% | +48.1% | -32.8% | +10.6% |
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