+26.9%
RIO vs PEGA
-47.0%
+74.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.5% |
| 7D | +0.5% | -8.6% | +9.1% | 0.0% |
| 30D | -9.9% | -10.1% | +0.2% | -10.4% |
| 3M | -14.0% | -4.7% | -9.3% | -14.1% |
| 6M | -19.5% | -8.0% | -11.6% | -19.2% |
| YTD | +11.5% | -47.1% | +58.7% | +12.2% |
| 1Y | +26.9% | -47.5% | +74.4% | +28.1% |
| All | +26.9% | -47.0% | +74.0% | +28.1% |
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