-47.5%
PEGA vs RACE
+0.7%
-48.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -8.6% | -3.9% | -4.8% | -7.5% |
| 30D | -10.1% | +6.8% | -16.9% | -12.0% |
| 3M | -4.7% | +1.3% | -6.1% | -5.4% |
| 6M | -8.0% | +26.3% | -34.2% | -14.0% |
| YTD | -47.1% | +13.8% | -60.9% | -49.8% |
| 1Y | -47.5% | -0.5% | -47.0% | -46.7% |
| All | -47.5% | +0.7% | -48.1% | -46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling