+1,017.1%
PEGA vs RVTY
+2,089.0%
-1,071.9%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | -8.2% | -2.7% | -5.5% | -7.5% |
| 30D | -11.6% | +3.2% | -14.8% | -12.9% |
| 3M | -4.2% | +37.2% | -41.3% | -15.1% |
| 6M | -12.0% | +57.7% | -69.7% | -26.3% |
| YTD | -46.9% | +64.8% | -111.8% | -56.6% |
| 1Y | -47.0% | +72.8% | -119.8% | -57.5% |
| 3Y | +40.9% | +89.8% | -48.9% | +6.4% |
| 5Y | -45.4% | -8.4% | -36.9% | -47.2% |
| 10Y | +95.9% | +219.5% | -123.5% | +24.5% |
| All | +1,017.1% | +2,089.0% | -1,071.9% | +139.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling