+3,454.7%
RIO vs PEGA
+1,209.2%
+2,245.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | 0.0% | +3.3% | -3.3% | -0.4% |
| 30D | +4.0% | +17.7% | -13.8% | +2.1% |
| 3M | +0.1% | +5.8% | -5.7% | -1.0% |
| 6M | +12.7% | -20.3% | +33.0% | +14.6% |
| YTD | +35.6% | -37.1% | +72.7% | +40.6% |
| 1Y | +73.7% | -30.2% | +103.9% | +77.7% |
| 3Y | +93.3% | +48.1% | +45.2% | +77.0% |
| 5Y | +92.4% | -46.8% | +139.2% | +91.9% |
| 10Y | +606.9% | +191.3% | +415.6% | +482.5% |
| All | +3,454.7% | +1,209.2% | +2,245.5% | +2,291.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling