+133.4%
ROP vs PEGA
+175.4%
-42.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.2% | +1.3% | -1.9% |
| 7D | -5.4% | -2.4% | -3.0% | -4.9% |
| 30D | -1.6% | +9.6% | -11.3% | -3.7% |
| 3M | +18.8% | +2.3% | +16.5% | +17.6% |
| 6M | +8.2% | -23.9% | +32.1% | +13.6% |
| YTD | -10.5% | -39.8% | +29.3% | -1.9% |
| 1Y | -23.7% | -37.4% | +13.7% | -17.6% |
| 3Y | -17.9% | +53.1% | -71.0% | -32.4% |
| 5Y | -15.3% | -47.2% | +31.9% | -8.1% |
| 10Y | +133.4% | +174.3% | -41.0% | +45.0% |
| All | +133.4% | +175.4% | -42.0% | +45.0% |
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 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