+141.7%
RNG vs PEGA
-30.0%
+171.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.2% |
| 7D | +5.8% | +3.3% | +2.5% | +3.5% |
| 30D | +19.6% | +17.7% | +1.9% | +6.9% |
| 3M | +67.0% | +5.8% | +61.2% | +57.9% |
| 6M | +88.4% | -20.3% | +108.6% | +109.0% |
| YTD | +155.5% | -37.1% | +192.6% | +209.5% |
| 1Y | +141.7% | -30.2% | +171.9% | +169.6% |
| All | +141.7% | -30.0% | +171.7% | +169.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling