+207.9%
ROL vs PEGA
+175.4%
+32.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.6% | -2.0% |
| 7D | -3.4% | -2.4% | -1.0% | -3.1% |
| 30D | -6.9% | +9.6% | -16.6% | -8.1% |
| 3M | -24.6% | +2.3% | -26.9% | -25.2% |
| 6M | -39.5% | -23.9% | -15.6% | -37.9% |
| YTD | -41.1% | -39.8% | -1.3% | -37.9% |
| 1Y | -37.9% | -37.4% | -0.5% | -35.2% |
| 3Y | +0.8% | +53.1% | -52.3% | -14.4% |
| 5Y | -4.7% | -47.2% | +42.6% | +3.9% |
| 10Y | +207.9% | +174.3% | +33.5% | +129.1% |
| All | +207.9% | +175.4% | +32.5% | +129.1% |
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