+24,278.2%
RGEN vs PEGA
+1,209.2%
+23,069.0%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -4.9% | +3.3% | -8.2% | -5.3% |
| 30D | +5.7% | +17.7% | -12.1% | +3.7% |
| 3M | +32.4% | +5.8% | +26.6% | +31.0% |
| 6M | +33.2% | -20.3% | +53.4% | +35.9% |
| YTD | +2.3% | -37.1% | +39.4% | +6.8% |
| 1Y | +39.0% | -30.2% | +69.2% | +43.1% |
| 3Y | -4.6% | +48.1% | -52.7% | -10.9% |
| 5Y | -42.7% | -46.8% | +4.1% | -41.8% |
| 10Y | +433.6% | +191.3% | +242.3% | +372.9% |
| All | +24,278.2% | +1,209.2% | +23,069.0% | +16,726.4% |
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