+26,767.2%
RMD vs PEGA
+1,036.4%
+25,730.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.4% |
| 7D | +2.3% | -4.5% | +6.8% | +2.8% |
| 30D | +4.1% | -5.7% | +9.8% | +4.6% |
| 3M | +5.7% | +2.7% | +3.0% | +5.3% |
| 6M | +12.9% | -10.5% | +23.4% | +13.6% |
| YTD | -1.5% | -45.4% | +43.9% | +3.0% |
| 1Y | -4.8% | -44.7% | +40.0% | -0.6% |
| 3Y | +57.5% | +45.7% | +11.8% | +47.9% |
| 5Y | -5.5% | -45.3% | +39.8% | -5.4% |
| 10Y | +357.8% | +102.6% | +255.2% | +313.5% |
| All | +26,767.2% | +1,036.4% | +25,730.8% | +22,412.4% |
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