+227.6%
TRU vs PEGA
+224.6%
+3.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -5.0% | -5.6% |
| 7D | -6.8% | +3.3% | -10.0% | -7.8% |
| 30D | 0.0% | +17.7% | -17.7% | -5.7% |
| 3M | +13.3% | +5.8% | +7.5% | +10.1% |
| 6M | +3.4% | -20.3% | +23.7% | +10.3% |
| YTD | -6.4% | -37.1% | +30.8% | +7.4% |
| 1Y | -9.7% | -30.2% | +20.5% | -1.0% |
| 3Y | +0.1% | +48.1% | -48.0% | -21.5% |
| 5Y | -34.0% | -46.8% | +12.8% | -28.6% |
| 10Y | +147.9% | +191.3% | -43.4% | +43.5% |
| All | +227.6% | +224.6% | +3.0% | +84.0% |
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 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