-17.4%
RMBS vs PEGA
-44.4%
+27.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | -8.9% | -2.9% | -6.1% | -8.9% |
| 30D | -24.8% | -0.5% | -24.3% | -24.8% |
| 3M | -17.6% | +8.5% | -26.1% | -18.0% |
| 6M | -25.7% | -6.3% | -19.4% | -23.4% |
| YTD | -9.8% | -42.2% | +32.4% | -3.9% |
| 1Y | -17.4% | -43.4% | +26.1% | -8.7% |
| All | -17.4% | -44.4% | +27.1% | -8.7% |
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