+47.0%
RBA vs PEGA
-46.5%
+93.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -2.9% | +3.3% | -6.2% | -3.2% |
| 30D | -12.3% | +17.7% | -30.0% | -13.6% |
| 3M | -20.5% | +5.8% | -26.3% | -21.2% |
| 6M | -18.5% | -20.3% | +1.7% | -17.4% |
| YTD | -18.2% | -37.1% | +18.9% | -15.7% |
| 1Y | -27.5% | -30.2% | +2.7% | -26.0% |
| 3Y | +38.1% | +48.1% | -10.0% | +29.4% |
| All | +47.0% | -46.5% | +93.5% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling