-47.2%
PEGA vs RVTY
-32.1%
-15.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.4% | -1.8% | -3.2% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | +9.6% | +10.8% | -1.2% | +4.9% |
| 3M | +2.3% | +26.8% | -24.4% | -8.1% |
| 6M | -23.9% | +39.3% | -63.2% | -35.1% |
| YTD | -39.8% | +31.6% | -71.4% | -47.5% |
| 1Y | -37.4% | +47.7% | -85.1% | -48.8% |
| 3Y | +53.1% | +19.9% | +33.2% | +31.0% |
| 5Y | -47.2% | -32.3% | -14.9% | -37.7% |
| All | -47.2% | -32.1% | -15.1% | -37.7% |
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