+2,775.6%
TRV vs PEGA
+1,209.2%
+1,566.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.3% |
| 7D | -0.1% | +3.3% | -3.4% | -0.4% |
| 30D | -3.4% | +17.7% | -21.2% | -4.7% |
| 3M | +26.4% | +5.8% | +20.6% | +25.5% |
| 6M | +19.3% | -20.3% | +39.6% | +20.7% |
| YTD | +28.3% | -37.1% | +65.5% | +31.8% |
| 1Y | +34.3% | -30.2% | +64.5% | +36.5% |
| 3Y | +140.1% | +48.1% | +92.0% | +125.9% |
| 5Y | +155.7% | -46.8% | +202.5% | +155.3% |
| 10Y | +285.5% | +191.3% | +94.2% | +236.7% |
| All | +2,775.6% | +1,209.2% | +1,566.3% | +1,841.1% |
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