-48.0%
PEGA vs RJF
+106.2%
-154.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -1.8% |
| 7D | -6.1% | -0.3% | -5.9% | -6.0% |
| 30D | +6.4% | -2.0% | +8.4% | +7.6% |
| 3M | +2.9% | +16.3% | -13.4% | -6.7% |
| 6M | -23.8% | +16.9% | -40.7% | -31.5% |
| YTD | -41.1% | +10.4% | -51.5% | -45.5% |
| 1Y | -38.2% | +7.4% | -45.6% | -41.9% |
| 3Y | +49.8% | +72.2% | -22.4% | +3.3% |
| 5Y | -48.0% | +105.1% | -153.1% | -68.6% |
| All | -48.0% | +106.2% | -154.2% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling