+53.9%
RGTI vs PEGA
-44.5%
+98.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.5% | -2.4% |
| 7D | +2.5% | -6.1% | +8.6% | +6.0% |
| 30D | -13.7% | +6.4% | -20.0% | -17.5% |
| 3M | -22.6% | +2.9% | -25.5% | -26.9% |
| 6M | -13.4% | -23.8% | +10.4% | -2.7% |
| YTD | -31.2% | -41.1% | +9.9% | -11.2% |
| 1Y | -7.6% | -38.2% | +30.6% | +13.6% |
| 3Y | +669.7% | +49.8% | +619.8% | +406.7% |
| 5Y | +57.0% | -48.0% | +105.0% | +22.3% |
| All | +53.9% | -44.5% | +98.5% | +20.2% |
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