+4,988.7%
ROP vs PEGA
+1,035.4%
+3,953.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -2.5% |
| 7D | +2.1% | -4.5% | +6.7% | +2.7% |
| 30D | +32.9% | -5.7% | +38.6% | +33.8% |
| 3M | +20.0% | +2.6% | +17.5% | +19.6% |
| 6M | +36.4% | -10.6% | +47.0% | +37.8% |
| YTD | +7.8% | -45.5% | +53.3% | +14.4% |
| 1Y | +8.0% | -44.8% | +52.8% | +14.3% |
| 3Y | -3.5% | +45.5% | -49.0% | -10.3% |
| 5Y | +1.5% | -45.3% | +46.8% | +2.0% |
| 10Y | +198.5% | +102.4% | +96.1% | +161.8% |
| All | +4,988.7% | +1,035.4% | +3,953.3% | +2,982.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling