-48.9%
RBLX vs PEGA
-47.2%
-1.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -0.1% |
| 7D | +8.1% | -5.3% | +13.4% | +10.8% |
| 30D | +23.9% | +8.3% | +15.6% | +18.9% |
| 3M | +8.1% | +8.9% | -0.8% | +2.0% |
| 6M | -23.7% | -19.7% | -4.0% | -16.9% |
| YTD | -44.6% | -39.9% | -4.7% | -31.7% |
| 1Y | -66.2% | -36.4% | -29.8% | -60.2% |
| 3Y | +54.7% | +52.8% | +1.9% | -11.1% |
| 5Y | -48.9% | -45.7% | -3.3% | -32.8% |
| All | -48.9% | -47.2% | -1.8% | -32.8% |
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