+448.0%
RSG vs PEGA
+97.3%
+350.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +12.7% | -4.1% | +16.9% | +13.2% |
| 3M | +17.9% | -2.8% | +20.8% | +18.1% |
| 6M | +25.0% | -0.4% | +25.4% | +24.3% |
| YTD | +20.8% | -45.4% | +66.2% | +27.7% |
| 1Y | +24.3% | -42.6% | +66.9% | +30.4% |
| 3Y | +65.3% | +45.4% | +19.8% | +46.7% |
| 5Y | +99.1% | -44.6% | +143.6% | +107.7% |
| All | +448.0% | +97.3% | +350.7% | +342.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling