+73.9%
RIG vs PEGA
-36.0%
+110.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.7% |
| 7D | -3.1% | -3.0% | -0.1% | -3.1% |
| 30D | -0.5% | +15.9% | -16.4% | -0.5% |
| 3M | -6.0% | +10.8% | -16.8% | -5.5% |
| 6M | -10.1% | -16.5% | +6.4% | -8.9% |
| YTD | +37.3% | -39.0% | +76.3% | +45.0% |
| 1Y | +73.9% | -37.3% | +111.2% | +82.7% |
| All | +73.9% | -36.0% | +110.0% | +82.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling