-75.5%
RIG vs PEGA
+1,209.2%
-1,284.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.9% | -2.7% |
| 7D | +0.9% | +3.3% | -2.4% | +0.5% |
| 30D | +13.8% | +17.7% | -3.9% | +11.7% |
| 3M | -6.4% | +5.8% | -12.2% | -7.5% |
| 6M | -8.2% | -20.3% | +12.1% | -6.7% |
| YTD | +41.6% | -37.1% | +78.8% | +47.1% |
| 1Y | +88.7% | -30.2% | +118.9% | +93.3% |
| 3Y | -30.9% | +48.1% | -79.0% | -36.0% |
| 5Y | +57.7% | -46.8% | +104.5% | +59.0% |
| 10Y | -39.3% | +191.3% | -230.6% | -46.9% |
| All | -75.5% | +1,209.2% | -1,284.7% | -82.2% |
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