+42.1%
RRC vs PEGA
-44.4%
+86.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.6% | -3.5% |
| 7D | -6.8% | -2.9% | -3.9% | -6.8% |
| 30D | +34.7% | -0.5% | +35.2% | +34.7% |
| 3M | +31.5% | +8.5% | +23.0% | +32.1% |
| 6M | +21.8% | -6.3% | +28.0% | +21.2% |
| YTD | +48.9% | -42.2% | +91.0% | +43.1% |
| 1Y | +42.1% | -43.4% | +85.5% | +38.3% |
| All | +42.1% | -44.4% | +86.5% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling