+124.1%
RPRX vs PEGA
+48.1%
+76.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.2% | -1.1% | -5.1% |
| 7D | -2.8% | -2.4% | -0.4% | -2.7% |
| 30D | +7.2% | +9.6% | -2.5% | +6.7% |
| 3M | +10.9% | +2.3% | +8.6% | +10.6% |
| 6M | +34.6% | -23.9% | +58.5% | +35.9% |
| YTD | +59.0% | -39.8% | +98.7% | +62.4% |
| 1Y | +72.5% | -37.4% | +109.9% | +75.5% |
| 3Y | +124.1% | +53.1% | +70.9% | +102.1% |
| All | +124.1% | +48.1% | +76.0% | +102.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling