+29.3%
RRX vs PEGA
-44.6%
+73.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.1% |
| 7D | +4.3% | +0.1% | +4.2% | +4.4% |
| 30D | +12.3% | -4.1% | +16.5% | +11.8% |
| 3M | +3.7% | -2.8% | +6.5% | +3.6% |
| 6M | -13.9% | -0.4% | -13.5% | -12.6% |
| YTD | +26.5% | -45.4% | +71.8% | +34.9% |
| 1Y | +29.3% | -42.6% | +71.9% | +32.3% |
| All | +29.3% | -44.6% | +73.9% | +32.3% |
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