+265.7%
RMBS vs PEGA
-47.9%
+313.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.8% | +2.6% |
| 7D | +3.0% | -2.4% | +5.3% | +3.5% |
| 30D | -14.4% | +9.6% | -24.0% | -16.6% |
| 3M | -42.8% | +2.3% | -45.2% | -43.9% |
| 6M | -1.4% | -23.9% | +22.5% | +3.7% |
| YTD | -5.4% | -39.8% | +34.3% | +4.8% |
| 1Y | +18.6% | -37.4% | +56.0% | +29.7% |
| 3Y | +57.3% | +53.1% | +4.1% | +33.6% |
| 5Y | +265.7% | -47.2% | +312.9% | +297.6% |
| All | +265.7% | -47.9% | +313.6% | +297.6% |
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 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