-91.8%
RIVN vs PEGA
-44.5%
-47.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.2% | -6.1% | -5.4% |
| 7D | -10.5% | +0.1% | -10.6% | -10.7% |
| 30D | -5.9% | -4.1% | -1.8% | -4.8% |
| 3M | -23.0% | -2.8% | -20.2% | -22.9% |
| 6M | -14.6% | -0.4% | -14.2% | -17.1% |
| YTD | -38.2% | -45.4% | +7.2% | -23.2% |
| 1Y | -25.7% | -42.6% | +16.9% | -9.9% |
| 3Y | -24.8% | +45.4% | -70.2% | -54.0% |
| All | -91.8% | -44.5% | -47.3% | -88.5% |
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