-5.8%
TRMB vs PEGA
-12.2%
+6.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +2.6% |
| 7D | -17.0% | -10.0% | -7.0% | -13.5% |
| 30D | -9.0% | -12.7% | +3.7% | -4.2% |
| 3M | -8.1% | -4.6% | -3.5% | -7.3% |
| All | -5.8% | -12.2% | +6.4% | -2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling