+13.6%
ROL vs PEGA
-45.3%
+58.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -1.9% |
| 7D | +9.5% | -4.5% | +14.0% | +9.7% |
| 30D | +22.9% | -5.7% | +28.6% | +23.3% |
| 3M | +3.5% | +2.6% | +1.0% | +3.5% |
| 6M | -29.4% | -10.6% | -18.8% | -29.2% |
| YTD | -36.1% | -45.5% | +9.4% | -34.6% |
| 1Y | -34.4% | -44.8% | +10.4% | -32.9% |
| 3Y | +4.0% | +45.5% | -41.5% | -3.1% |
| All | +13.6% | -45.3% | +58.9% | +29.3% |
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