+48.8%
ROST vs PEGA
-46.9%
+95.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | +3.2% | -8.2% | +11.4% | +3.7% |
| 30D | +7.4% | -11.6% | +19.0% | +8.1% |
| 3M | -6.1% | -4.2% | -1.9% | -5.8% |
| 6M | +6.2% | -12.0% | +18.2% | +6.5% |
| YTD | +33.4% | -46.9% | +80.3% | +38.2% |
| 1Y | +48.8% | -47.0% | +95.8% | +54.1% |
| All | +48.8% | -46.9% | +95.7% | +54.1% |
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 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