+354.4%
RMD vs PEGA
+94.9%
+259.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.6% | 0.0% |
| 7D | +0.1% | -4.6% | +4.7% | +1.1% |
| 30D | +1.9% | -6.8% | +8.7% | +3.4% |
| 3M | +6.3% | +2.6% | +3.7% | +5.4% |
| 6M | +18.2% | -5.4% | +23.6% | +18.3% |
| YTD | +0.3% | -46.0% | +46.3% | +11.8% |
| 1Y | -4.3% | -45.6% | +41.4% | +6.4% |
| 3Y | +71.3% | +43.2% | +28.1% | +39.6% |
| 5Y | -1.8% | -45.3% | +43.5% | +2.2% |
| All | +354.4% | +94.9% | +259.4% | +203.6% |
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 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