+92.5%
PEGA vs RVTY
+211.6%
-119.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +2.0% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | -4.1% | +1.5% | -5.7% | -5.5% |
| 3M | -2.8% | +31.5% | -34.3% | -16.1% |
| 6M | -0.4% | +62.7% | -63.1% | -23.6% |
| YTD | -45.4% | +60.0% | -105.4% | -58.3% |
| 1Y | -42.6% | +65.7% | -108.3% | -57.2% |
| 3Y | +45.4% | +85.2% | -39.8% | -4.5% |
| 5Y | -44.6% | -14.9% | -29.7% | -43.9% |
| All | +92.5% | +211.6% | -119.1% | -8.1% |
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