-66.6%
RBLX vs PEGA
-30.0%
-36.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.6% |
| 7D | +12.4% | +3.3% | +9.1% | +11.3% |
| 30D | +19.7% | +17.7% | +1.9% | +13.8% |
| 3M | -0.1% | +5.8% | -5.9% | -2.8% |
| 6M | -35.7% | -20.3% | -15.5% | -33.4% |
| YTD | -46.6% | -37.1% | -9.4% | -44.4% |
| 1Y | -66.6% | -30.2% | -36.4% | -65.5% |
| All | -66.6% | -30.0% | -36.6% | -65.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling