+184.4%
ROP vs PEGA
+97.3%
+87.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +28.8% | -4.1% | +32.9% | +30.0% |
| 3M | +21.1% | -2.8% | +23.9% | +21.7% |
| 6M | +52.5% | -0.4% | +53.0% | +51.9% |
| YTD | +8.9% | -45.4% | +54.3% | +21.9% |
| 1Y | +8.2% | -42.6% | +50.9% | +19.7% |
| 3Y | -5.2% | +45.4% | -50.6% | -21.3% |
| 5Y | +1.7% | -44.6% | +46.3% | +7.5% |
| All | +184.4% | +97.3% | +87.1% | +97.9% |
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