-0.5%
ROL vs PEGA
-46.5%
+46.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -1.4% | +3.3% | -4.7% | -1.6% |
| 30D | -4.1% | +17.7% | -21.8% | -4.8% |
| 3M | -22.5% | +5.8% | -28.3% | -22.9% |
| 6M | -37.7% | -20.3% | -17.4% | -37.3% |
| YTD | -39.6% | -37.1% | -2.4% | -38.5% |
| 1Y | -36.0% | -30.2% | -5.8% | -35.3% |
| 3Y | -5.1% | +48.1% | -53.3% | -11.3% |
| All | -0.5% | -46.5% | +46.0% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling