-36.4%
PEGA vs RJF
+6.3%
-42.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.4% |
| 7D | -5.3% | -4.2% | -1.1% | -3.5% |
| 30D | +8.3% | -3.6% | +11.9% | +9.9% |
| 3M | +8.9% | +15.6% | -6.7% | +1.9% |
| 6M | -19.7% | +17.6% | -37.3% | -25.8% |
| YTD | -39.9% | +9.2% | -49.1% | -44.0% |
| 1Y | -36.4% | +5.5% | -41.9% | -39.5% |
| All | -36.4% | +6.3% | -42.7% | -39.5% |
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