-24.1%
RKT vs PEGA
-43.3%
+19.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | -9.0% | +0.1% | -9.1% | -9.1% |
| 30D | +30.2% | -4.1% | +34.3% | +31.8% |
| 3M | -8.8% | -2.8% | -6.0% | -8.2% |
| 6M | -0.9% | -0.4% | -0.5% | -2.0% |
| YTD | -29.2% | -45.4% | +16.2% | -16.0% |
| 1Y | -20.1% | -42.6% | +22.6% | -6.8% |
| 3Y | +81.3% | +45.4% | +35.9% | +34.1% |
| 5Y | -6.6% | -44.6% | +38.0% | -8.0% |
| All | -24.1% | -43.3% | +19.1% | -35.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling