+421.9%
RRC vs PEGA
+1,209.2%
-787.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +1.3% | +3.3% | -2.0% | +1.0% |
| 30D | +10.1% | +17.7% | -7.6% | +8.3% |
| 3M | +4.0% | +5.8% | -1.8% | +3.0% |
| 6M | +1.6% | -20.3% | +21.8% | +3.1% |
| YTD | +19.7% | -37.1% | +56.9% | +23.8% |
| 1Y | +21.4% | -30.2% | +51.6% | +23.9% |
| 3Y | +29.7% | +48.1% | -18.4% | +20.4% |
| 5Y | +153.9% | -46.8% | +200.7% | +154.1% |
| 10Y | +10.8% | +191.3% | -180.5% | -5.7% |
| All | +421.9% | +1,209.2% | -787.3% | +235.5% |
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