+167.6%
PEGA vs RACE
+670.3%
-502.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.2% |
| 7D | -1.6% | +5.7% | -7.2% | -4.2% |
| 30D | -3.0% | +9.3% | -12.3% | -7.1% |
| 3M | +5.8% | +3.8% | +2.0% | +3.7% |
| 6M | -8.8% | +29.8% | -38.6% | -20.3% |
| YTD | -43.5% | +15.6% | -59.1% | -48.3% |
| 1Y | -43.4% | +5.1% | -48.5% | -45.8% |
| 3Y | +48.6% | +30.8% | +17.8% | +20.1% |
| 5Y | -43.3% | +67.4% | -110.8% | -60.7% |
| 10Y | +109.7% | +793.6% | -683.9% | -22.6% |
| All | +167.6% | +670.3% | -502.8% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling