+45.4%
PEGA vs RJF
+76.6%
-31.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.7% |
| 7D | +0.1% | +3.6% | -3.5% | -2.1% |
| 30D | -4.1% | +7.2% | -11.4% | -8.4% |
| 3M | -2.8% | -6.5% | +3.7% | +0.9% |
| 6M | -0.4% | +10.3% | -10.7% | -7.3% |
| YTD | -45.4% | +6.5% | -51.9% | -48.8% |
| 1Y | -42.6% | +6.1% | -48.7% | -46.0% |
| 3Y | +45.4% | +74.9% | -29.5% | +1.9% |
| All | +45.4% | +76.6% | -31.2% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling