+252.0%
RMBS vs PEGA
-45.8%
+297.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | +3.0% | -8.6% | +11.6% | +5.0% |
| 30D | -15.5% | -10.1% | -5.4% | -13.7% |
| 3M | -11.5% | -4.7% | -6.7% | -11.5% |
| 6M | -36.5% | -8.0% | -28.6% | -36.9% |
| YTD | -7.1% | -47.1% | +40.0% | +5.3% |
| 1Y | -18.7% | -47.5% | +28.8% | -7.5% |
| 3Y | +36.2% | +40.2% | -4.1% | +17.2% |
| 5Y | +252.0% | -45.7% | +297.7% | +286.2% |
| All | +252.0% | -45.8% | +297.8% | +286.2% |
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