+127.5%
TROW vs PEGA
+180.6%
-53.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.1% | -0.7% |
| 7D | -3.0% | -5.3% | +2.3% | -1.5% |
| 30D | -5.5% | +8.3% | -13.7% | -7.8% |
| 3M | +2.3% | +8.9% | -6.7% | -1.4% |
| 6M | +23.9% | -19.7% | +43.6% | +29.3% |
| YTD | +7.9% | -39.9% | +47.8% | +21.3% |
| 1Y | +6.1% | -36.4% | +42.5% | +16.3% |
| 3Y | +13.8% | +52.8% | -39.0% | -14.2% |
| 5Y | -38.2% | -45.7% | +7.5% | -36.2% |
| All | +127.5% | +180.6% | -53.1% | +44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling