+20.3%
RL vs PEGA
-47.6%
+67.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.9% | +9.8% | +6.1% |
| 7D | +0.2% | -10.0% | +10.2% | +0.9% |
| 30D | +7.3% | -12.7% | +20.0% | +8.1% |
| 3M | +1.0% | -4.6% | +5.6% | +1.3% |
| 6M | +11.8% | -13.1% | +24.9% | +12.7% |
| YTD | +13.6% | -47.6% | +61.2% | +16.2% |
| All | +20.3% | -47.6% | +67.9% | +23.0% |
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