+5,001.6%
ROP vs PEGA
+1,036.4%
+3,965.1%
-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 | +20.3% | +2.7% | +17.7% | +19.9% |
| 6M | +36.8% | -10.5% | +47.3% | +38.2% |
| YTD | +8.1% | -45.4% | +53.5% | +14.7% |
| 1Y | +8.3% | -44.7% | +53.0% | +14.6% |
| 3Y | -3.2% | +45.7% | -48.9% | -10.1% |
| 5Y | +1.7% | -45.3% | +47.0% | +2.2% |
| 10Y | +199.2% | +102.6% | +96.7% | +162.5% |
| All | +5,001.6% | +1,036.4% | +3,965.1% | +2,989.9% |
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