+3,602.8%
TROW vs PEGA
+1,209.2%
+2,393.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -1.3% | +3.3% | -4.6% | -1.8% |
| 30D | -4.5% | +17.7% | -22.3% | -7.0% |
| 3M | +3.9% | +5.8% | -1.9% | +2.4% |
| 6M | +22.6% | -20.3% | +42.8% | +25.5% |
| YTD | +10.1% | -37.1% | +47.3% | +16.3% |
| 1Y | +3.6% | -30.2% | +33.8% | +7.3% |
| 3Y | +12.4% | +48.1% | -35.7% | +0.7% |
| 5Y | -37.5% | -46.8% | +9.3% | -36.6% |
| 10Y | +130.0% | +191.3% | -61.4% | +83.8% |
| All | +3,602.8% | +1,209.2% | +2,393.5% | +1,839.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling