+65.0%
RRC vs PEGA
+97.3%
-32.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | +6.4% | +0.1% | +6.3% | +6.3% |
| 30D | +23.9% | -4.1% | +28.0% | +24.6% |
| 3M | +30.2% | -2.8% | +33.0% | +30.4% |
| 6M | +26.3% | -0.4% | +26.7% | +24.8% |
| YTD | +48.1% | -45.4% | +93.5% | +62.2% |
| 1Y | +37.7% | -42.6% | +80.3% | +49.0% |
| 3Y | +60.3% | +45.4% | +14.9% | +32.8% |
| 5Y | +135.3% | -44.6% | +179.9% | +137.4% |
| All | +65.0% | +97.3% | -32.3% | +11.9% |
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