+1,379.0%
RRX vs PEGA
+1,209.2%
+169.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.3% |
| 7D | +3.4% | +3.3% | +0.2% | +3.1% |
| 30D | -11.1% | +17.7% | -28.9% | -12.8% |
| 3M | -23.7% | +5.8% | -29.5% | -24.7% |
| 6M | -22.0% | -20.3% | -1.7% | -20.9% |
| YTD | +16.5% | -37.1% | +53.6% | +20.6% |
| 1Y | +11.5% | -30.2% | +41.7% | +13.8% |
| 3Y | +1.5% | +48.1% | -46.6% | -6.0% |
| 5Y | +18.3% | -46.8% | +65.1% | +19.0% |
| 10Y | +209.8% | +191.3% | +18.5% | +166.1% |
| All | +1,379.0% | +1,209.2% | +169.8% | +934.4% |
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 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