-7.2%
RKT vs PEGA
-47.9%
+40.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -0.4% |
| 7D | +6.0% | -2.4% | +8.4% | +6.9% |
| 30D | +0.7% | +9.6% | -9.0% | -2.4% |
| 3M | +11.8% | +2.3% | +9.5% | +10.0% |
| 6M | -7.6% | -23.9% | +16.3% | -0.2% |
| YTD | -28.7% | -39.8% | +11.1% | -17.7% |
| 1Y | -32.6% | -37.4% | +4.8% | -23.5% |
| 3Y | +42.1% | +53.1% | -11.0% | +2.5% |
| 5Y | -7.2% | -47.2% | +40.1% | +2.7% |
| All | -7.2% | -47.9% | +40.8% | +2.7% |
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 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