+1,049.0%
PEGA vs RJF
+9,255.6%
-8,206.6%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | +0.1% | +3.6% | -3.5% | -1.4% |
| 30D | -4.1% | +7.2% | -11.4% | -7.0% |
| 3M | -2.8% | -6.5% | +3.7% | -0.4% |
| 6M | -0.4% | +10.3% | -10.7% | -4.9% |
| YTD | -45.4% | +6.5% | -51.9% | -47.3% |
| 1Y | -42.6% | +6.1% | -48.7% | -44.6% |
| 3Y | +45.4% | +74.9% | -29.5% | +14.4% |
| 5Y | -44.6% | +81.3% | -125.9% | -57.3% |
| 10Y | +91.2% | +332.3% | -241.1% | -0.8% |
| All | +1,049.0% | +9,255.6% | -8,206.6% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling