+60.2%
RIO vs PEGA
+37.6%
+22.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.9% | +7.1% | +3.3% |
| 7D | +4.4% | -10.0% | +14.4% | +4.7% |
| 30D | -8.9% | -12.7% | +3.8% | -8.5% |
| 3M | -12.7% | -4.6% | -8.1% | -12.7% |
| 6M | -16.2% | -13.1% | -3.1% | -15.9% |
| YTD | +13.4% | -47.6% | +61.0% | +16.8% |
| 1Y | +30.9% | -47.0% | +77.9% | +34.7% |
| 3Y | +60.2% | +42.0% | +18.2% | +43.8% |
| All | +60.2% | +37.6% | +22.6% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling