+54.7%
PEGA vs RVTY
+18.2%
+36.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | +3.3% | +1.1% | +2.2% | +3.0% |
| 30D | +17.7% | +13.2% | +4.5% | +13.6% |
| 3M | +5.8% | +27.2% | -21.5% | -1.7% |
| 6M | -20.3% | +32.4% | -52.7% | -27.3% |
| YTD | -37.1% | +34.9% | -72.0% | -43.1% |
| 1Y | -30.2% | +52.4% | -82.6% | -39.5% |
| All | +54.7% | +18.2% | +36.5% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling