+154.5%
TRV vs PEGA
-48.2%
+202.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.4% |
| 7D | +0.2% | -6.1% | +6.3% | +0.5% |
| 30D | -2.3% | +6.4% | -8.7% | -2.6% |
| 3M | +22.7% | +2.9% | +19.8% | +22.3% |
| 6M | +21.9% | -23.8% | +45.8% | +23.0% |
| YTD | +27.5% | -41.1% | +68.5% | +30.1% |
| 1Y | +36.2% | -38.2% | +74.5% | +38.5% |
| 3Y | +140.6% | +49.8% | +90.7% | +130.8% |
| 5Y | +154.5% | -48.0% | +202.5% | +168.3% |
| All | +154.5% | -48.2% | +202.7% | +168.3% |
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