+68.1%
RIO vs PEGA
-37.1%
+105.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.0% | -6.2% | -4.2% |
| 7D | -3.4% | -5.3% | +1.9% | -3.4% |
| 30D | +0.6% | +8.3% | -7.7% | +0.8% |
| 3M | +2.5% | +8.9% | -6.4% | +3.0% |
| 6M | +10.8% | -19.7% | +30.5% | +11.8% |
| YTD | +30.5% | -39.9% | +70.4% | +35.0% |
| 1Y | +68.1% | -36.4% | +104.5% | +71.7% |
| All | +68.1% | -37.1% | +105.3% | +71.7% |
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