+30,833.5%
ROST vs PEGA
+1,209.2%
+29,624.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.3% |
| 7D | +0.9% | +3.3% | -2.4% | +0.6% |
| 30D | -8.9% | +17.7% | -26.6% | -10.4% |
| 3M | -0.8% | +5.8% | -6.6% | -1.8% |
| 6M | +8.5% | -20.3% | +28.7% | +10.2% |
| YTD | +28.6% | -37.1% | +65.7% | +33.1% |
| 1Y | +52.3% | -30.2% | +82.5% | +55.7% |
| 3Y | +94.8% | +48.1% | +46.7% | +80.9% |
| 5Y | +110.8% | -46.8% | +157.6% | +111.4% |
| 10Y | +304.5% | +191.3% | +113.2% | +250.3% |
| All | +30,833.5% | +1,209.2% | +29,624.3% | +20,096.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling