+580.6%
RIO vs PEGA
+180.6%
+400.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.0% | -6.2% | -4.5% |
| 7D | -3.4% | -5.3% | +1.9% | -2.6% |
| 30D | +0.6% | +8.3% | -7.7% | -0.8% |
| 3M | +2.5% | +8.9% | -6.4% | +0.4% |
| 6M | +10.8% | -19.7% | +30.5% | +13.5% |
| YTD | +30.5% | -39.9% | +70.4% | +39.2% |
| 1Y | +68.1% | -36.4% | +104.5% | +76.9% |
| 3Y | +94.0% | +52.8% | +41.2% | +62.4% |
| 5Y | +92.0% | -45.7% | +137.7% | +104.9% |
| All | +580.6% | +180.6% | +400.0% | +315.4% |
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