-31.6%
RIVN vs PEGA
+49.1%
-80.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.5% |
| 7D | +2.5% | -6.1% | +8.7% | +4.1% |
| 30D | -2.3% | +6.4% | -8.7% | -4.0% |
| 3M | +1.7% | +2.9% | -1.2% | 0.0% |
| 6M | +0.9% | -23.8% | +24.7% | +6.6% |
| YTD | -18.8% | -41.1% | +22.3% | -9.2% |
| 1Y | +14.8% | -38.2% | +53.0% | +25.9% |
| All | -31.6% | +49.1% | -80.7% | -41.7% |
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 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