-19.3%
RMD vs PEGA
-46.5%
+27.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -5.0% | +3.3% | -8.3% | -5.4% |
| 30D | +2.2% | +17.7% | -15.5% | -0.4% |
| 3M | +17.8% | +5.8% | +12.1% | +16.3% |
| 6M | -11.3% | -20.3% | +8.9% | -9.2% |
| YTD | -4.4% | -37.1% | +32.7% | +0.9% |
| 1Y | -15.7% | -30.2% | +14.5% | -12.9% |
| 3Y | +47.7% | +48.1% | -0.4% | +28.9% |
| All | -19.3% | -46.5% | +27.2% | -17.7% |
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 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