-76.8%
RIG vs PEGA
+1,037.5%
-1,114.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.2% | +2.9% | +4.0% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | -0.7% | -4.1% | +3.4% | -0.4% |
| 3M | -3.1% | -2.8% | -0.3% | -3.1% |
| 6M | -16.3% | -0.4% | -15.9% | -16.9% |
| YTD | +34.1% | -45.4% | +79.5% | +41.1% |
| 1Y | +38.2% | -42.6% | +80.8% | +44.4% |
| 3Y | -15.3% | +45.4% | -60.7% | -21.5% |
| 5Y | +62.5% | -44.6% | +107.1% | +63.0% |
| 10Y | -46.6% | +91.2% | -137.8% | -51.7% |
| All | -76.8% | +1,037.5% | -1,114.3% | -82.9% |
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