+5,730.6%
ROK vs PEGA
+1,209.2%
+4,521.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.4% |
| 7D | +0.7% | +3.3% | -2.6% | +0.3% |
| 30D | -3.3% | +17.7% | -21.1% | -5.5% |
| 3M | -5.9% | +5.8% | -11.7% | -7.1% |
| 6M | +13.9% | -20.3% | +34.1% | +16.1% |
| YTD | +12.6% | -37.1% | +49.7% | +17.7% |
| 1Y | +28.6% | -30.2% | +58.8% | +32.2% |
| 3Y | +45.1% | +48.1% | -3.0% | +32.1% |
| 5Y | +45.6% | -46.8% | +92.4% | +46.7% |
| 10Y | +345.0% | +191.3% | +153.7% | +265.3% |
| All | +5,730.6% | +1,209.2% | +4,521.4% | +3,235.3% |
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