+215.5%
RNG vs PEGA
+180.6%
+34.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.8% | -2.0% |
| 7D | -9.6% | -5.3% | -4.3% | -6.7% |
| 30D | +8.8% | +8.3% | +0.5% | +3.9% |
| 3M | +78.6% | +8.9% | +69.7% | +69.5% |
| 6M | +70.3% | -19.7% | +90.0% | +92.0% |
| YTD | +140.3% | -39.9% | +180.2% | +216.9% |
| 1Y | +126.6% | -36.4% | +163.0% | +185.9% |
| 3Y | +120.2% | +52.8% | +67.4% | +43.0% |
| 5Y | -68.3% | -45.7% | -22.6% | -63.7% |
| All | +215.5% | +180.6% | +34.9% | +62.8% |
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