+12.5%
RIVN vs PEGA
-44.4%
+56.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +20.5% | -2.9% | +23.3% | +21.3% |
| 30D | -3.7% | -0.5% | -3.2% | -3.8% |
| 3M | -10.8% | +8.5% | -19.3% | -13.1% |
| 6M | -3.1% | -6.3% | +3.2% | -2.0% |
| YTD | -28.7% | -42.2% | +13.5% | -17.0% |
| 1Y | +12.5% | -43.4% | +55.9% | +30.7% |
| All | +12.5% | -44.4% | +56.9% | +30.7% |
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