+25,206.2%
RGEN vs PEGA
+1,005.9%
+24,200.3%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -2.9% |
| 7D | -2.4% | -8.2% | +5.8% | -1.5% |
| 30D | +0.1% | -11.6% | +11.6% | +1.4% |
| 3M | +6.6% | -4.2% | +10.8% | +6.8% |
| 6M | +40.9% | -12.0% | +52.9% | +42.0% |
| YTD | +6.2% | -46.9% | +53.1% | +12.8% |
| 1Y | +19.4% | -47.0% | +66.4% | +26.8% |
| 3Y | +17.9% | +40.9% | -23.0% | +10.6% |
| 5Y | -34.0% | -45.4% | +11.3% | -33.0% |
| 10Y | +453.9% | +95.9% | +358.0% | +408.2% |
| All | +25,206.2% | +1,005.9% | +24,200.3% | +17,667.5% |
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