+183.6%
ROP vs PEGA
+99.2%
+84.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.2% |
| 7D | -1.6% | -10.0% | +8.3% | +0.7% |
| 30D | +29.5% | -12.7% | +42.2% | +33.5% |
| 3M | +17.5% | -4.6% | +22.1% | +18.6% |
| 6M | +38.1% | -13.1% | +51.2% | +41.6% |
| YTD | +7.0% | -47.6% | +54.6% | +20.9% |
| 1Y | +6.5% | -47.0% | +53.5% | +19.8% |
| 3Y | -5.5% | +42.0% | -47.5% | -21.2% |
| 5Y | -0.4% | -47.8% | +47.4% | +7.0% |
| 10Y | +183.6% | +92.0% | +91.6% | +106.0% |
| All | +183.6% | +99.2% | +84.4% | +106.0% |
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