+65.4%
RBA vs PEGA
+41.6%
+23.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +0.6% | -8.6% | +9.3% | +1.4% |
| 30D | +9.0% | -10.1% | +19.0% | +9.9% |
| 3M | +7.2% | -4.7% | +11.9% | +7.4% |
| 6M | -7.8% | -8.0% | +0.2% | -7.5% |
| YTD | -6.4% | -47.1% | +40.8% | -2.1% |
| 1Y | -4.2% | -47.5% | +43.3% | +0.2% |
| All | +65.4% | +41.6% | +23.7% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling