+19.3%
RL vs PEGA
-47.0%
+66.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.4% |
| 7D | -4.4% | -8.6% | +4.3% | -3.8% |
| 30D | +5.6% | -10.1% | +15.7% | +6.2% |
| 3M | -0.6% | -4.7% | +4.1% | -0.4% |
| 6M | +15.5% | -8.0% | +23.4% | +15.9% |
| YTD | +12.3% | -47.1% | +59.5% | +14.9% |
| 1Y | +19.3% | -47.5% | +66.8% | +22.1% |
| All | +19.3% | -47.0% | +66.4% | +22.1% |
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