+317.2%
RNG vs PEGA
+242.5%
+74.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.3% |
| 7D | +4.6% | +0.1% | +4.5% | +4.4% |
| 30D | +0.4% | -4.1% | +4.6% | +2.5% |
| 3M | +11.4% | -2.8% | +14.2% | +12.7% |
| 6M | +95.7% | -0.4% | +96.1% | +95.6% |
| YTD | +162.9% | -45.4% | +208.3% | +259.4% |
| 1Y | +180.3% | -42.6% | +222.9% | +272.4% |
| 3Y | +188.3% | +45.4% | +142.9% | +100.2% |
| 5Y | -72.5% | -44.6% | -27.9% | -69.4% |
| 10Y | +236.7% | +91.2% | +145.5% | +108.2% |
| All | +317.2% | +242.5% | +74.6% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling