+85.1%
PEGA vs RACE
+741.5%
-656.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -8.6% | -3.9% | -4.8% | -6.8% |
| 30D | -10.1% | +6.8% | -16.9% | -13.1% |
| 3M | -4.7% | +1.3% | -6.1% | -5.7% |
| 6M | -8.0% | +26.3% | -34.2% | -19.2% |
| YTD | -47.1% | +13.8% | -60.9% | -51.6% |
| 1Y | -47.5% | -0.5% | -47.0% | -48.3% |
| 3Y | +40.2% | +25.6% | +14.6% | +12.9% |
| 5Y | -45.7% | +67.6% | -113.4% | -64.2% |
| 10Y | +85.1% | +724.7% | -639.6% | -33.6% |
| All | +85.1% | +741.5% | -656.5% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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