-30.2%
PEGA vs RJF
+7.8%
-38.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.3% |
| 7D | +3.3% | -0.6% | +3.9% | +3.5% |
| 30D | +17.7% | -1.3% | +19.0% | +18.2% |
| 3M | +5.8% | +18.9% | -13.1% | -1.7% |
| 6M | -20.3% | +15.0% | -35.3% | -25.2% |
| YTD | -37.1% | +12.2% | -49.4% | -41.7% |
| 1Y | -30.2% | +5.6% | -35.8% | -34.1% |
| All | -30.2% | +7.8% | -38.0% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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