+212.7%
ROL vs PEGA
+94.9%
+117.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.5% | -1.7% |
| 7D | -1.7% | -4.6% | +2.9% | -1.1% |
| 30D | +18.5% | -6.8% | +25.3% | +19.5% |
| 3M | +4.3% | +2.6% | +1.8% | +3.9% |
| 6M | -27.7% | -5.4% | -22.4% | -27.7% |
| YTD | -35.8% | -46.0% | +10.3% | -31.3% |
| 1Y | -34.1% | -45.6% | +11.5% | -29.7% |
| 3Y | +2.9% | +43.2% | -40.2% | -12.5% |
| 5Y | +12.7% | -45.3% | +58.0% | +19.9% |
| All | +212.7% | +94.9% | +117.8% | +134.6% |
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