+319.7%
RL vs PEGA
+97.3%
+222.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.4% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +2.9% | -4.1% | +7.1% | +3.8% |
| 3M | 0.0% | -2.8% | +2.8% | +0.1% |
| 6M | +17.1% | -0.4% | +17.5% | +15.1% |
| YTD | +10.1% | -45.4% | +55.5% | +24.4% |
| 1Y | +17.3% | -42.6% | +59.9% | +30.5% |
| 3Y | +249.3% | +45.4% | +203.9% | +178.8% |
| 5Y | +240.9% | -44.6% | +285.5% | +250.0% |
| All | +319.7% | +97.3% | +222.3% | +217.2% |
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 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