+63.9%
RBRK vs PEGA
-44.4%
+108.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -12.5% | -2.9% | -9.7% | -11.1% |
| 30D | -3.0% | -0.5% | -2.5% | -3.2% |
| 3M | +46.9% | +8.5% | +38.4% | +39.6% |
| 6M | +105.4% | -6.3% | +111.7% | +112.3% |
| YTD | +55.6% | -42.2% | +97.8% | +133.6% |
| 1Y | +63.9% | -43.4% | +107.3% | +145.3% |
| All | +63.9% | -44.4% | +108.3% | +145.3% |
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