+14.9%
RIVN vs PEGA
-30.0%
+44.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -2.1% | +3.3% | -5.3% | -2.8% |
| 30D | +1.2% | +17.7% | -16.6% | -2.5% |
| 3M | -13.1% | +5.8% | -18.9% | -14.4% |
| 6M | +5.5% | -20.3% | +25.8% | +10.7% |
| YTD | -20.1% | -37.1% | +17.0% | -15.0% |
| 1Y | +14.9% | -30.2% | +45.1% | +19.1% |
| All | +14.9% | -30.0% | +44.9% | +19.1% |
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