+77.1%
RPRX vs PEGA
-34.5%
+111.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +2.5% |
| 7D | +3.4% | -10.0% | +13.4% | +4.4% |
| 30D | +20.8% | -12.7% | +33.5% | +22.2% |
| 3M | +21.6% | -4.6% | +26.2% | +21.9% |
| 6M | +36.5% | -13.1% | +49.6% | +37.5% |
| YTD | +80.4% | -47.6% | +128.0% | +90.2% |
| 1Y | +81.8% | -47.0% | +128.8% | +91.3% |
| 3Y | +170.9% | +42.0% | +128.8% | +140.9% |
| 5Y | +95.2% | -47.8% | +143.0% | +108.5% |
| All | +77.1% | -34.5% | +111.7% | +71.8% |
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