-42.8%
RGEN vs PEGA
-47.9%
+5.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.7% | +1.8% |
| 7D | -0.9% | -2.4% | +1.5% | -0.2% |
| 30D | +2.8% | +9.6% | -6.8% | -0.3% |
| 3M | +34.5% | +2.3% | +32.1% | +31.7% |
| 6M | +40.5% | -23.9% | +64.3% | +50.5% |
| YTD | +2.8% | -39.8% | +42.6% | +17.5% |
| 1Y | +39.6% | -37.4% | +77.0% | +56.3% |
| 3Y | +4.4% | +53.1% | -48.7% | -20.8% |
| 5Y | -42.8% | -47.2% | +4.5% | -38.3% |
| All | -42.8% | -47.9% | +5.2% | -38.3% |
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