+22.7%
RIO vs PEGA
-44.6%
+67.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.3% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -9.1% | -4.1% | -5.0% | -9.2% |
| 3M | -13.7% | -2.8% | -10.8% | -13.7% |
| 6M | -24.3% | -0.4% | -23.9% | -23.8% |
| YTD | +8.9% | -45.4% | +54.3% | +9.6% |
| 1Y | +22.7% | -42.6% | +65.3% | +23.5% |
| All | +22.7% | -44.6% | +67.2% | +23.5% |
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