+143.3%
TRU vs PEGA
+180.6%
-37.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.8% |
| 7D | -9.4% | -5.3% | -4.1% | -7.6% |
| 30D | -4.1% | +8.3% | -12.4% | -6.9% |
| 3M | +13.6% | +8.9% | +4.7% | +9.3% |
| 6M | +3.6% | -19.7% | +23.3% | +10.2% |
| YTD | -9.8% | -39.9% | +30.1% | +5.1% |
| 1Y | -13.6% | -36.4% | +22.7% | -2.2% |
| 3Y | -2.0% | +52.8% | -54.8% | -24.2% |
| 5Y | -35.8% | -45.7% | +9.9% | -30.8% |
| All | +143.3% | +180.6% | -37.3% | +58.0% |
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