+55.6%
RGTI vs PEGA
-45.8%
+101.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.6% |
| 7D | -0.1% | -5.3% | +5.2% | +2.8% |
| 30D | -16.2% | +8.3% | -24.5% | -20.8% |
| 3M | -22.0% | +8.9% | -31.0% | -29.0% |
| 6M | -10.8% | -19.7% | +9.0% | -2.7% |
| YTD | -31.6% | -39.9% | +8.3% | -12.3% |
| 1Y | -6.4% | -36.4% | +30.0% | +13.6% |
| 3Y | +665.7% | +52.8% | +612.9% | +389.5% |
| All | +55.6% | -45.8% | +101.4% | +24.1% |
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 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