-35.8%
TRU vs PEGA
-47.2%
+11.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.7% |
| 7D | -9.4% | -5.3% | -4.1% | -7.8% |
| 30D | -4.1% | +8.3% | -12.4% | -6.6% |
| 3M | +13.6% | +8.9% | +4.7% | +9.8% |
| 6M | +3.6% | -19.7% | +23.3% | +9.4% |
| YTD | -9.8% | -39.9% | +30.1% | +3.1% |
| 1Y | -13.6% | -36.4% | +22.7% | -3.7% |
| 3Y | -2.0% | +52.8% | -54.8% | -20.5% |
| 5Y | -35.8% | -45.7% | +9.9% | -35.0% |
| All | -35.8% | -47.2% | +11.3% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling