-66.2%
RBLX vs PEGA
-37.0%
-29.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.2% |
| 7D | +8.1% | -5.3% | +13.4% | +9.8% |
| 30D | +23.9% | +8.3% | +15.6% | +20.6% |
| 3M | +8.1% | +8.9% | -0.8% | +4.3% |
| 6M | -23.7% | -19.7% | -4.0% | -20.7% |
| YTD | -44.6% | -39.9% | -4.7% | -41.6% |
| All | -66.2% | -37.0% | -29.3% | -63.6% |
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 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