+124.2%
RNG vs PEGA
+49.1%
+75.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | +0.2% |
| 7D | -4.1% | -6.1% | +2.1% | -1.2% |
| 30D | +8.6% | +6.4% | +2.3% | +5.7% |
| 3M | +78.0% | +2.9% | +75.1% | +74.9% |
| 6M | +67.0% | -23.8% | +90.9% | +85.1% |
| YTD | +142.4% | -41.1% | +183.5% | +193.2% |
| 1Y | +120.4% | -38.2% | +158.7% | +161.0% |
| All | +124.2% | +49.1% | +75.1% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling