-6.1%
RDW vs PEGA
-45.0%
+38.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -3.0% |
| 7D | +0.9% | -3.0% | +3.9% | +2.1% |
| 30D | -21.3% | +15.9% | -37.2% | -27.2% |
| 3M | -37.9% | +10.8% | -48.7% | -42.8% |
| 6M | +12.3% | -16.5% | +28.8% | +17.5% |
| YTD | +39.7% | -39.0% | +78.8% | +68.1% |
| 1Y | +25.7% | -37.3% | +63.0% | +48.2% |
| 3Y | +230.8% | +59.2% | +171.7% | +132.5% |
| All | -6.1% | -45.0% | +38.9% | +21.0% |
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 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