+42.0%
RRC vs PEGA
+43.4%
-1.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -2.6% |
| 7D | -10.8% | -4.5% | -6.3% | -10.4% |
| 30D | +22.3% | -5.7% | +28.0% | +22.9% |
| 3M | +26.6% | +2.6% | +24.0% | +26.1% |
| 6M | +18.9% | -10.6% | +29.5% | +19.6% |
| YTD | +39.2% | -45.5% | +84.7% | +47.3% |
| 1Y | +34.0% | -44.8% | +78.7% | +41.4% |
| 3Y | +42.0% | +45.5% | -3.5% | +25.4% |
| All | +42.0% | +43.4% | -1.4% | +25.4% |
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