+558.9%
RMBS vs PEGA
+184.6%
+374.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.5% |
| 7D | +1.8% | -3.0% | +4.8% | +2.6% |
| 30D | -13.9% | +15.9% | -29.8% | -18.2% |
| 3M | -39.8% | +10.8% | -50.7% | -43.1% |
| 6M | -6.0% | -16.5% | +10.5% | -3.4% |
| YTD | -5.4% | -39.0% | +33.7% | +6.8% |
| 1Y | -1.8% | -37.3% | +35.5% | +9.3% |
| 3Y | +53.7% | +59.2% | -5.5% | +16.7% |
| 5Y | +268.5% | -44.9% | +313.4% | +307.8% |
| All | +558.9% | +184.6% | +374.2% | +310.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling