+53.1%
PEGA vs RJF
+76.7%
-23.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.6% |
| 7D | -2.4% | +1.8% | -4.2% | -3.5% |
| 30D | +9.6% | 0.0% | +9.6% | +9.4% |
| 3M | +2.3% | +18.0% | -15.6% | -8.4% |
| 6M | -23.9% | +17.0% | -40.9% | -31.9% |
| YTD | -39.8% | +11.1% | -50.9% | -44.8% |
| 1Y | -37.4% | +8.0% | -45.4% | -41.6% |
| 3Y | +53.1% | +73.3% | -20.1% | -4.0% |
| All | +53.1% | +76.7% | -23.5% | -4.0% |
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