+987.3%
RMBS vs PEGA
+474.5%
+512.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.4% |
| 7D | +10.3% | +0.1% | +10.2% | +10.2% |
| 30D | -10.7% | -4.1% | -6.6% | -10.2% |
| 3M | -17.2% | -2.8% | -14.4% | -17.3% |
| 6M | -39.0% | -0.4% | -38.6% | -40.1% |
| YTD | -10.5% | -45.4% | +34.9% | -3.2% |
| 1Y | -11.0% | -42.6% | +31.6% | -4.5% |
| 3Y | +31.3% | +45.4% | -14.1% | +17.1% |
| 5Y | +242.8% | -44.6% | +287.4% | +247.3% |
| 10Y | +536.9% | +91.2% | +445.8% | +429.4% |
| All | +987.3% | +474.5% | +512.9% | +454.5% |
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