+11.5%
RRX vs PEGA
-30.0%
+41.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.1% |
| 7D | +3.4% | +3.3% | +0.2% | +3.8% |
| 30D | -11.1% | +17.7% | -28.9% | -9.4% |
| 3M | -23.7% | +5.8% | -29.5% | -21.9% |
| 6M | -22.0% | -20.3% | -1.7% | -20.8% |
| YTD | +16.5% | -37.1% | +53.6% | +21.3% |
| 1Y | +11.5% | -30.2% | +41.7% | +10.2% |
| All | +11.5% | -30.0% | +41.5% | +10.2% |
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