+208.0%
RDDT vs PEGA
+11.3%
+196.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.0% | +4.1% | +5.1% |
| 7D | -0.4% | -5.3% | +4.9% | +2.2% |
| 30D | -0.5% | +8.3% | -8.8% | -4.8% |
| 3M | -9.8% | +8.9% | -18.7% | -14.7% |
| 6M | +15.8% | -19.7% | +35.5% | +26.4% |
| YTD | -32.4% | -39.9% | +7.5% | -15.5% |
| 1Y | -40.0% | -36.4% | -3.6% | -28.0% |
| All | +208.0% | +11.3% | +196.7% | +191.3% |
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 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