+52.3%
ROST vs PEGA
-30.0%
+82.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.4% |
| 7D | +0.9% | +3.3% | -2.4% | +0.8% |
| 30D | -8.9% | +17.7% | -26.6% | -9.7% |
| 3M | -0.8% | +5.8% | -6.6% | -1.3% |
| 6M | +8.5% | -20.3% | +28.7% | +9.6% |
| YTD | +28.6% | -37.1% | +65.7% | +31.7% |
| 1Y | +52.3% | -30.2% | +82.5% | +53.7% |
| All | +52.3% | -30.0% | +82.3% | +53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling