-34.4%
RKT vs PEGA
-38.8%
+4.5%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.1% |
| 7D | -1.0% | -6.1% | +5.2% | +1.0% |
| 30D | -2.4% | +6.4% | -8.8% | -4.3% |
| 3M | +1.9% | +2.9% | -1.0% | +0.3% |
| 6M | -13.9% | -23.8% | +10.0% | -8.1% |
| YTD | -30.6% | -41.1% | +10.4% | -21.0% |
| 1Y | -34.4% | -38.2% | +3.9% | -26.2% |
| All | -34.4% | -38.8% | +4.5% | -26.2% |
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