+190.3%
RDDT vs PEGA
+9.1%
+181.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -0.9% |
| 7D | -7.4% | -6.1% | -1.2% | -4.5% |
| 30D | -7.7% | +6.4% | -14.1% | -11.0% |
| 3M | -17.8% | +2.9% | -20.7% | -20.1% |
| 6M | +5.5% | -23.8% | +29.3% | +18.1% |
| YTD | -36.3% | -41.1% | +4.8% | -19.7% |
| 1Y | -39.0% | -38.2% | -0.8% | -25.7% |
| All | +190.3% | +9.1% | +181.2% | +177.0% |
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