+293.8%
TRV vs PEGA
+180.6%
+113.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.4% | +0.3% |
| 7D | -1.5% | -5.3% | +3.8% | -0.8% |
| 30D | -1.8% | +8.3% | -10.1% | -2.8% |
| 3M | +21.6% | +8.9% | +12.7% | +19.8% |
| 6M | +22.5% | -19.7% | +42.2% | +24.8% |
| YTD | +28.1% | -39.9% | +68.0% | +34.9% |
| 1Y | +37.0% | -36.4% | +73.4% | +42.6% |
| 3Y | +141.9% | +52.8% | +89.1% | +112.0% |
| 5Y | +158.5% | -45.7% | +204.2% | +177.0% |
| All | +293.8% | +180.6% | +113.3% | +187.4% |
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