+338.4%
RMD vs PEGA
+92.7%
+245.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | +3.1% | -8.2% | +11.3% | +5.0% |
| 30D | +1.8% | -11.6% | +13.3% | +4.4% |
| 3M | +6.7% | -4.2% | +10.8% | +7.3% |
| 6M | +13.9% | -12.0% | +25.9% | +15.7% |
| YTD | -2.0% | -46.9% | +44.9% | +9.7% |
| 1Y | -5.4% | -47.0% | +41.6% | +5.7% |
| 3Y | +67.4% | +40.9% | +26.5% | +36.9% |
| 5Y | -5.7% | -45.4% | +39.6% | -2.1% |
| 10Y | +338.4% | +95.9% | +242.4% | +190.7% |
| All | +338.4% | +92.7% | +245.7% | +190.7% |
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