+102.7%
RIO vs PEGA
+48.1%
+54.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +0.7% |
| 7D | +1.9% | -2.4% | +4.3% | +2.0% |
| 30D | +5.0% | +9.6% | -4.7% | +4.5% |
| 3M | +5.1% | +2.3% | +2.8% | +5.0% |
| 6M | +17.6% | -23.9% | +41.5% | +19.2% |
| YTD | +36.3% | -39.8% | +76.1% | +40.1% |
| 1Y | +71.2% | -37.4% | +108.6% | +75.2% |
| 3Y | +102.7% | +53.1% | +49.6% | +87.3% |
| All | +102.7% | +48.1% | +54.6% | +87.3% |
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 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