-45.4%
PEGA vs RVTY
-7.4%
-38.0%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.3% | -4.6% |
| 7D | -4.5% | -1.2% | -3.3% | -4.4% |
| 30D | -5.7% | +1.0% | -6.7% | -6.5% |
| 3M | +2.7% | +35.8% | -33.2% | -10.6% |
| 6M | -10.5% | +56.7% | -67.2% | -27.3% |
| YTD | -45.4% | +60.7% | -106.2% | -56.7% |
| 1Y | -44.7% | +73.7% | -118.4% | -57.8% |
| 3Y | +45.7% | +82.8% | -37.1% | +0.9% |
| All | -45.4% | -7.4% | -38.0% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling