+29.3%
RRX vs PEGA
-44.4%
+73.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.7% | -3.6% |
| 7D | +7.6% | -2.9% | +10.5% | +7.2% |
| 30D | +7.5% | -0.5% | +8.0% | +7.6% |
| 3M | -21.0% | +8.5% | -29.5% | -19.9% |
| 6M | -18.1% | -6.3% | -11.8% | -16.7% |
| YTD | +24.3% | -42.2% | +66.5% | +31.9% |
| 1Y | +29.3% | -43.4% | +72.7% | +40.4% |
| All | +29.3% | -44.4% | +73.7% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling