+46.4%
ROK vs PEGA
-47.9%
+94.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.4% |
| 7D | +2.8% | -2.4% | +5.2% | +3.2% |
| 30D | -2.4% | +9.6% | -12.0% | -4.1% |
| 3M | -4.7% | +2.3% | -7.0% | -5.8% |
| 6M | +16.8% | -23.9% | +40.6% | +21.4% |
| YTD | +11.4% | -39.8% | +51.1% | +20.3% |
| 1Y | +26.2% | -37.4% | +63.6% | +34.6% |
| 3Y | +51.9% | +53.1% | -1.3% | +28.4% |
| 5Y | +46.4% | -47.2% | +93.6% | +55.9% |
| All | +46.4% | -47.9% | +94.3% | +55.9% |
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