-38.1%
TRMB vs PEGA
-47.0%
+8.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +2.2% |
| 7D | -17.0% | -10.0% | -7.0% | -14.4% |
| 30D | -9.0% | -12.7% | +3.7% | -5.5% |
| 3M | -8.1% | -4.6% | -3.5% | -7.2% |
| 6M | -10.1% | -13.1% | +3.0% | -7.3% |
| YTD | -30.2% | -47.6% | +17.4% | -18.2% |
| 1Y | -30.7% | -47.0% | +16.3% | -19.1% |
| 3Y | +32.6% | +42.0% | -9.4% | +9.9% |
| 5Y | -38.1% | -47.8% | +9.7% | -26.2% |
| All | -38.1% | -47.0% | +8.9% | -26.2% |
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