+84.4%
RPRX vs PEGA
-46.5%
+130.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +5.1% | +3.3% | +1.8% | +4.9% |
| 30D | +11.2% | +17.7% | -6.6% | +9.8% |
| 3M | +16.7% | +5.8% | +10.9% | +15.9% |
| 6M | +36.0% | -20.3% | +56.2% | +37.7% |
| YTD | +67.8% | -37.1% | +104.9% | +72.8% |
| 1Y | +76.7% | -30.2% | +106.9% | +79.7% |
| 3Y | +128.1% | +48.1% | +80.0% | +108.7% |
| All | +84.4% | -46.5% | +130.9% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling