-35.4%
RBLX vs PEGA
-39.6%
+4.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -0.2% |
| 7D | +8.1% | -5.3% | +13.4% | +10.9% |
| 30D | +23.9% | +8.3% | +15.6% | +18.7% |
| 3M | +8.1% | +8.9% | -0.8% | +1.8% |
| 6M | -23.7% | -19.7% | -4.0% | -16.8% |
| YTD | -44.6% | -39.9% | -4.7% | -31.4% |
| 1Y | -66.2% | -36.4% | -29.8% | -60.1% |
| 3Y | +54.7% | +52.8% | +1.9% | -12.3% |
| 5Y | -48.9% | -45.7% | -3.3% | -30.5% |
| All | -35.4% | -39.6% | +4.1% | -22.7% |
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 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