+506.8%
RRC vs PEGA
+1,035.4%
-528.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.5% |
| YTD | +39.2% | -45.5% | +84.7% | +45.8% |
| 1Y | +34.0% | -44.8% | +78.7% | +40.0% |
| 3Y | +42.0% | +45.5% | -3.5% | +32.0% |
| 5Y | +111.9% | -45.3% | +157.2% | +111.4% |
| 10Y | +62.8% | +102.4% | -39.6% | +43.0% |
| All | +506.8% | +1,035.4% | -528.6% | +295.1% |
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