+116.8%
TROW vs PEGA
+97.3%
+19.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.3% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +9.3% | -4.1% | +13.5% | +10.3% |
| 3M | -0.9% | -2.8% | +1.9% | -0.8% |
| 6M | +8.3% | -0.4% | +8.8% | +6.3% |
| YTD | +10.6% | -45.4% | +56.0% | +27.4% |
| 1Y | +10.5% | -42.6% | +53.2% | +25.1% |
| 3Y | +36.5% | +45.4% | -8.9% | +3.3% |
| 5Y | -37.1% | -44.6% | +7.5% | -36.1% |
| All | +116.8% | +97.3% | +19.5% | +49.1% |
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