-68.3%
RNG vs PEGA
-47.2%
-21.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.8% | -1.9% |
| 7D | -9.6% | -5.3% | -4.3% | -6.8% |
| 30D | +8.8% | +8.3% | +0.5% | +4.1% |
| 3M | +78.6% | +8.9% | +69.7% | +69.9% |
| 6M | +70.3% | -19.7% | +90.0% | +90.4% |
| YTD | +140.3% | -39.9% | +180.2% | +210.7% |
| 1Y | +126.6% | -36.4% | +163.0% | +181.4% |
| 3Y | +120.2% | +52.8% | +67.4% | +46.1% |
| 5Y | -68.3% | -45.7% | -22.6% | -66.2% |
| All | -68.3% | -47.2% | -21.1% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling