+363.3%
RIO vs PEGA
+94.5%
+268.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +0.5% | -8.6% | +9.1% | +1.8% |
| 30D | -9.9% | -10.1% | +0.2% | -8.6% |
| 3M | -14.0% | -4.7% | -9.3% | -13.8% |
| 6M | -19.5% | -8.0% | -11.6% | -19.5% |
| YTD | +11.5% | -47.1% | +58.7% | +20.9% |
| 1Y | +26.9% | -47.5% | +74.4% | +37.6% |
| 3Y | +55.1% | +40.2% | +14.9% | +30.8% |
| 5Y | +90.7% | -45.7% | +136.4% | +98.9% |
| 10Y | +363.3% | +85.1% | +278.3% | +227.3% |
| All | +363.3% | +94.5% | +268.9% | +227.3% |
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