+173.1%
PEGA vs RVTY
+134.6%
+38.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.4% | -0.9% |
| 7D | -6.1% | -5.4% | -0.7% | -3.5% |
| 30D | +6.4% | +6.7% | -0.4% | +2.9% |
| 3M | +2.9% | +19.0% | -16.1% | -6.3% |
| 6M | -23.8% | +34.6% | -58.5% | -35.6% |
| YTD | -41.1% | +28.3% | -69.3% | -49.2% |
| 1Y | -38.2% | +46.0% | -84.3% | -50.8% |
| 3Y | +49.8% | +16.9% | +33.0% | +26.1% |
| 5Y | -48.0% | -32.9% | -15.1% | -40.1% |
| 10Y | +173.1% | +141.6% | +31.5% | +42.0% |
| All | +173.1% | +134.6% | +38.6% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling