+99.6%
RIO vs PEGA
-47.9%
+147.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +0.8% |
| 7D | +1.9% | -2.4% | +4.3% | +2.1% |
| 30D | +5.0% | +9.6% | -4.7% | +4.3% |
| 3M | +5.1% | +2.3% | +2.8% | +4.7% |
| 6M | +17.6% | -23.9% | +41.5% | +19.6% |
| YTD | +36.3% | -39.8% | +76.1% | +40.9% |
| 1Y | +71.2% | -37.4% | +108.6% | +76.0% |
| 3Y | +102.7% | +53.1% | +49.6% | +86.6% |
| 5Y | +99.6% | -47.2% | +146.8% | +105.8% |
| All | +99.6% | -47.9% | +147.5% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling