+275.4%
RMD vs PEGA
+170.9%
+104.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | 0.0% |
| 7D | -4.7% | -6.1% | +1.4% | -3.4% |
| 30D | +0.2% | +6.4% | -6.2% | -1.2% |
| 3M | +12.0% | +2.9% | +9.1% | +10.7% |
| 6M | -12.5% | -23.8% | +11.3% | -8.5% |
| YTD | -7.9% | -41.1% | +33.1% | +0.9% |
| 1Y | -20.4% | -38.2% | +17.8% | -14.2% |
| 3Y | +53.1% | +49.8% | +3.3% | +24.4% |
| 5Y | -22.1% | -48.0% | +25.9% | -16.8% |
| 10Y | +275.4% | +173.1% | +102.3% | +147.3% |
| All | +275.4% | +170.9% | +104.5% | +147.3% |
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