+60.3%
RRC vs PEGA
+46.3%
+14.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.6% |
| 7D | +6.4% | +0.1% | +6.3% | +6.4% |
| 30D | +23.9% | -4.1% | +28.0% | +24.3% |
| 3M | +30.2% | -2.8% | +33.0% | +30.3% |
| 6M | +26.3% | -0.4% | +26.7% | +25.6% |
| YTD | +48.1% | -45.4% | +93.5% | +56.8% |
| 1Y | +37.7% | -42.6% | +80.3% | +44.5% |
| 3Y | +60.3% | +45.4% | +14.9% | +37.6% |
| All | +60.3% | +46.3% | +14.0% | +37.6% |
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