+316.4%
ROST vs PEGA
+92.7%
+223.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | +3.2% | -8.2% | +11.4% | +5.1% |
| 30D | +7.4% | -11.6% | +19.0% | +10.1% |
| 3M | -6.1% | -4.2% | -1.9% | -5.7% |
| 6M | +6.2% | -12.0% | +18.2% | +7.6% |
| YTD | +33.4% | -46.9% | +80.3% | +49.5% |
| 1Y | +48.8% | -47.0% | +95.8% | +66.4% |
| 3Y | +99.5% | +40.9% | +58.7% | +59.9% |
| 5Y | +112.7% | -45.4% | +158.0% | +121.8% |
| 10Y | +316.4% | +95.9% | +220.5% | +202.1% |
| All | +316.4% | +92.7% | +223.7% | +202.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling