+56.1%
RPRX vs PEGA
-24.8%
+80.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.2% | -1.1% | -4.9% |
| 7D | -2.8% | -2.4% | -0.4% | -2.5% |
| 30D | +7.2% | +9.6% | -2.5% | +6.2% |
| 3M | +10.9% | +2.3% | +8.6% | +10.3% |
| 6M | +34.6% | -23.9% | +58.5% | +37.4% |
| YTD | +59.0% | -39.8% | +98.7% | +65.7% |
| 1Y | +72.5% | -37.4% | +109.9% | +78.5% |
| 3Y | +124.1% | +53.1% | +70.9% | +98.7% |
| 5Y | +75.9% | -47.2% | +123.2% | +93.1% |
| All | +56.1% | -24.8% | +80.8% | +49.7% |
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