+189.6%
RBA vs PEGA
+175.4%
+14.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.4% |
| 7D | -1.1% | -2.4% | +1.3% | -0.7% |
| 30D | -13.2% | +9.6% | -22.8% | -14.4% |
| 3M | -21.4% | +2.3% | -23.7% | -22.0% |
| 6M | -20.9% | -23.9% | +3.0% | -18.4% |
| YTD | -19.9% | -39.8% | +19.9% | -14.9% |
| 1Y | -28.7% | -37.4% | +8.7% | -24.9% |
| 3Y | +27.4% | +53.1% | -25.7% | +10.9% |
| 5Y | +41.7% | -47.2% | +89.0% | +52.3% |
| 10Y | +189.6% | +174.3% | +15.2% | +113.2% |
| All | +189.6% | +175.4% | +14.2% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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