+1,568.6%
RL vs PEGA
+427.6%
+1,141.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.1% |
| 7D | +2.4% | -4.6% | +6.9% | +2.9% |
| 30D | +4.6% | -6.8% | +11.4% | +5.4% |
| 3M | -1.1% | +2.6% | -3.7% | -1.8% |
| 6M | +16.5% | -5.4% | +21.9% | +16.4% |
| YTD | +11.4% | -46.0% | +57.5% | +18.6% |
| 1Y | +16.1% | -45.6% | +61.7% | +23.4% |
| 3Y | +252.6% | +43.2% | +209.5% | +223.5% |
| 5Y | +244.9% | -45.3% | +290.1% | +247.4% |
| 10Y | +342.4% | +88.9% | +253.5% | +284.2% |
| All | +1,568.6% | +427.6% | +1,141.0% | +951.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling