-41.2%
RIG vs PEGA
+180.6%
-221.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.5% |
| 7D | -4.2% | -5.3% | +1.1% | -2.6% |
| 30D | -0.7% | +8.3% | -9.0% | -3.2% |
| 3M | -4.0% | +8.9% | -12.9% | -7.9% |
| 6M | -6.3% | -19.7% | +13.4% | -2.3% |
| YTD | +39.7% | -39.9% | +79.6% | +57.4% |
| 1Y | +78.1% | -36.4% | +114.5% | +95.6% |
| 3Y | -29.5% | +52.8% | -82.3% | -48.0% |
| 5Y | +65.3% | -45.7% | +111.0% | +82.5% |
| All | -41.2% | +180.6% | -221.7% | -72.5% |
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 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