+5,359.4%
ROK vs PEGA
+1,001.0%
+4,358.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.3% |
| 7D | -8.5% | -8.6% | +0.2% | -7.4% |
| 30D | -6.4% | -10.1% | +3.7% | -5.2% |
| 3M | -8.8% | -4.7% | -4.1% | -8.6% |
| 6M | -10.5% | -8.0% | -2.5% | -10.4% |
| YTD | +5.4% | -47.1% | +52.5% | +12.4% |
| 1Y | +5.0% | -47.5% | +52.4% | +12.0% |
| 3Y | +64.3% | +40.2% | +24.1% | +50.4% |
| 5Y | +34.0% | -45.7% | +79.7% | +34.5% |
| 10Y | +268.2% | +85.1% | +183.1% | +218.2% |
| All | +5,359.4% | +1,001.0% | +4,358.4% | +3,085.5% |
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