+308.5%
ROST vs PEGA
+170.9%
+137.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.3% |
| 7D | -2.2% | -6.1% | +3.9% | -0.9% |
| 30D | -11.4% | +6.4% | -17.8% | -12.8% |
| 3M | -1.6% | +2.9% | -4.5% | -3.2% |
| 6M | +6.8% | -23.8% | +30.7% | +11.6% |
| YTD | +25.8% | -41.1% | +66.9% | +38.0% |
| 1Y | +52.4% | -38.2% | +90.6% | +64.3% |
| 3Y | +94.4% | +49.8% | +44.5% | +55.5% |
| 5Y | +108.2% | -48.0% | +156.2% | +123.2% |
| 10Y | +308.5% | +173.1% | +135.3% | +203.7% |
| All | +308.5% | +170.9% | +137.6% | +203.7% |
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 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