+301.5%
ROST vs PEGA
+97.3%
+204.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.6% | -2.6% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +0.5% | -4.1% | +4.6% | +1.2% |
| 3M | -5.2% | -2.8% | -2.4% | -5.1% |
| 6M | +9.8% | -0.4% | +10.3% | +8.2% |
| YTD | +29.4% | -45.4% | +74.8% | +44.1% |
| 1Y | +44.4% | -42.6% | +87.0% | +58.6% |
| 3Y | +95.0% | +45.4% | +49.6% | +55.1% |
| 5Y | +111.9% | -44.6% | +156.5% | +120.8% |
| All | +301.5% | +97.3% | +204.2% | +189.6% |
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