-33.2%
ROL vs PEGA
-47.0%
+13.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.1% |
| 7D | +0.8% | -8.6% | +9.4% | +1.1% |
| 30D | +20.6% | -10.1% | +30.7% | +21.1% |
| 3M | +4.5% | -4.7% | +9.2% | +5.1% |
| 6M | -26.5% | -8.0% | -18.6% | -26.6% |
| YTD | -34.8% | -47.1% | +12.3% | -33.7% |
| 1Y | -33.2% | -47.5% | +14.3% | -32.0% |
| All | -33.2% | -47.0% | +13.9% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling