+54.2%
RGTI vs PEGA
-42.6%
+96.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | -0.1% |
| 7D | +0.5% | -3.0% | +3.5% | +2.0% |
| 30D | -17.1% | +15.9% | -33.0% | -24.4% |
| 3M | -26.0% | +10.8% | -36.8% | -33.1% |
| 6M | -9.9% | -16.5% | +6.6% | -4.1% |
| YTD | -31.1% | -39.0% | +8.0% | -12.8% |
| 1Y | -8.5% | -37.3% | +28.8% | +11.7% |
| 3Y | +652.2% | +59.2% | +593.0% | +378.1% |
| 5Y | +56.8% | -44.9% | +101.7% | +19.9% |
| All | +54.2% | -42.6% | +96.9% | +18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling