+354.9%
ROK vs PEGA
+170.9%
+184.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.2% |
| 7D | +0.2% | -6.1% | +6.3% | +1.7% |
| 30D | -1.8% | +6.4% | -8.2% | -3.6% |
| 3M | -7.2% | +2.9% | -10.1% | -9.0% |
| 6M | +14.2% | -23.8% | +38.0% | +19.9% |
| YTD | +10.6% | -41.1% | +51.6% | +22.8% |
| 1Y | +25.9% | -38.2% | +64.1% | +37.1% |
| 3Y | +50.8% | +49.8% | +0.9% | +19.1% |
| 5Y | +47.0% | -48.0% | +95.1% | +58.0% |
| 10Y | +354.9% | +173.1% | +181.7% | +175.8% |
| All | +354.9% | +170.9% | +184.0% | +175.8% |
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