+126.6%
RNG vs PEGA
-37.1%
+163.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.8% | -2.2% |
| 7D | -9.6% | -5.3% | -4.3% | -6.1% |
| 30D | +8.8% | +8.3% | +0.5% | +3.0% |
| 3M | +78.6% | +8.9% | +69.7% | +66.1% |
| 6M | +70.3% | -19.7% | +90.0% | +88.9% |
| YTD | +140.3% | -39.9% | +180.2% | +197.8% |
| 1Y | +126.6% | -36.4% | +163.0% | +172.4% |
| All | +126.6% | -37.1% | +163.8% | +172.4% |
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 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