+25,008.4%
RGEN vs PEGA
+1,001.0%
+24,007.4%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | -3.1% | -8.6% | +5.5% | -2.2% |
| 30D | +0.1% | -10.1% | +10.1% | +1.2% |
| 3M | +4.8% | -4.7% | +9.5% | +5.1% |
| 6M | +48.9% | -8.0% | +56.9% | +49.3% |
| YTD | +5.3% | -47.1% | +52.5% | +11.9% |
| 1Y | +12.5% | -47.5% | +60.0% | +19.6% |
| 3Y | +17.0% | +40.2% | -23.3% | +9.8% |
| 5Y | -35.4% | -45.7% | +10.4% | -34.3% |
| 10Y | +434.6% | +85.1% | +349.5% | +392.6% |
| All | +25,008.4% | +1,001.0% | +24,007.4% | +17,537.5% |
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