+56.3%
RSG vs PEGA
+49.1%
+7.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +0.4% |
| 7D | 0.0% | -6.1% | +6.1% | +0.1% |
| 30D | +3.7% | +6.4% | -2.7% | +3.5% |
| 3M | +6.2% | +2.9% | +3.2% | +5.9% |
| 6M | -2.8% | -23.8% | +21.1% | -2.4% |
| YTD | +5.9% | -41.1% | +47.0% | +6.8% |
| 1Y | -1.8% | -38.2% | +36.5% | -1.0% |
| All | +56.3% | +49.1% | +7.2% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling