-45.7%
RDDT vs PEGA
-44.4%
-1.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | 0.0% | +5.9% | +6.0% |
| 7D | -24.4% | -2.9% | -21.5% | -23.3% |
| 30D | -32.3% | -0.5% | -31.8% | -32.2% |
| 3M | -36.3% | +8.5% | -44.8% | -39.0% |
| 6M | -39.7% | -6.3% | -33.5% | -38.9% |
| YTD | -55.7% | -42.2% | -13.5% | -40.7% |
| 1Y | -45.7% | -43.4% | -2.3% | -23.9% |
| All | -45.7% | -44.4% | -1.3% | -23.9% |
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 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