-15.9%
ROP vs PEGA
+55.9%
-71.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.4% |
| 7D | -4.4% | +3.3% | -7.7% | -4.9% |
| 30D | +3.2% | +17.7% | -14.5% | +0.7% |
| 3M | +23.1% | +5.8% | +17.3% | +21.3% |
| 6M | +13.3% | -20.3% | +33.6% | +15.2% |
| YTD | -7.9% | -37.1% | +29.3% | -4.2% |
| 1Y | -22.1% | -30.2% | +8.1% | -20.1% |
| All | -15.9% | +55.9% | -71.8% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling