+221.9%
RL vs PEGA
-45.3%
+267.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.7% |
| 7D | -4.2% | -4.5% | +0.4% | -3.2% |
| 30D | +4.3% | -5.7% | +9.9% | +5.4% |
| 3M | -4.6% | +2.6% | -7.2% | -5.6% |
| 6M | +1.7% | -10.6% | +12.3% | +2.8% |
| YTD | +7.3% | -45.5% | +52.8% | +19.3% |
| 1Y | +20.8% | -44.8% | +65.6% | +33.7% |
| 3Y | +247.0% | +45.5% | +201.4% | +187.5% |
| All | +221.9% | -45.3% | +267.2% | +243.9% |
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