+0.6%
ROP vs PEGA
-45.3%
+45.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -2.4% |
| 7D | +2.1% | -4.5% | +6.7% | +2.9% |
| 30D | +32.9% | -5.7% | +38.6% | +34.1% |
| 3M | +20.0% | +2.6% | +17.5% | +19.5% |
| 6M | +36.4% | -10.6% | +47.0% | +38.1% |
| YTD | +7.8% | -45.5% | +53.3% | +15.9% |
| 1Y | +8.0% | -44.8% | +52.8% | +15.7% |
| 3Y | -3.5% | +45.5% | -49.0% | -12.9% |
| All | +0.6% | -45.3% | +45.9% | +4.5% |
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