+344.9%
TRV vs PEGA
+97.3%
+247.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +6.7% | -4.1% | +10.9% | +7.2% |
| 3M | +9.4% | -2.8% | +12.2% | +9.5% |
| 6M | +37.7% | -0.4% | +38.2% | +36.8% |
| YTD | +40.6% | -45.4% | +86.0% | +49.4% |
| 1Y | +42.4% | -42.6% | +85.1% | +50.2% |
| 3Y | +148.1% | +45.4% | +102.7% | +118.2% |
| 5Y | +181.7% | -44.6% | +226.3% | +196.5% |
| All | +344.9% | +97.3% | +247.6% | +263.2% |
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