+95.3%
RKT vs PEGA
+43.6%
+51.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +2.4% |
| 7D | +17.7% | -4.5% | +22.2% | +18.9% |
| 30D | +31.6% | -5.7% | +37.3% | +33.4% |
| 3M | +13.9% | +2.7% | +11.3% | +13.3% |
| 6M | +2.8% | -10.5% | +13.3% | +4.6% |
| YTD | -22.2% | -45.4% | +23.2% | -13.7% |
| 1Y | -3.5% | -44.7% | +41.2% | +6.7% |
| 3Y | +95.3% | +45.7% | +49.6% | +51.8% |
| All | +95.3% | +43.6% | +51.7% | +51.8% |
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