-37.7%
RBLX vs PEGA
-36.8%
-0.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.8% |
| 7D | +12.4% | +3.3% | +9.1% | +10.6% |
| 30D | +19.7% | +17.7% | +1.9% | +10.2% |
| 3M | -0.1% | +5.8% | -5.9% | -4.4% |
| 6M | -35.7% | -20.3% | -15.5% | -29.5% |
| YTD | -46.6% | -37.1% | -9.4% | -35.1% |
| 1Y | -66.6% | -30.2% | -36.4% | -62.4% |
| 3Y | +52.3% | +48.1% | +4.2% | -10.3% |
| 5Y | -47.7% | -46.8% | -0.9% | -26.0% |
| All | -37.7% | -36.8% | -0.9% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling