-38.7%
TRMB vs PEGA
-48.2%
+9.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.2% | -1.7% |
| 7D | -2.9% | -6.1% | +3.2% | -1.1% |
| 30D | -1.8% | +6.4% | -8.2% | -3.6% |
| 3M | +8.4% | +2.9% | +5.5% | +6.8% |
| 6M | -18.5% | -23.8% | +5.3% | -13.0% |
| YTD | -26.7% | -41.1% | +14.3% | -16.7% |
| 1Y | -28.3% | -38.2% | +9.9% | -19.9% |
| 3Y | +12.6% | +49.8% | -37.3% | -8.1% |
| 5Y | -38.7% | -48.0% | +9.3% | -26.5% |
| All | -38.7% | -48.2% | +9.5% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling