+99.1%
RSG vs PEGA
-44.5%
+143.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.9% |
| 3M | +17.9% | -2.8% | +20.8% | +18.0% |
| 6M | +25.0% | -0.4% | +25.4% | +24.7% |
| YTD | +20.8% | -45.4% | +66.2% | +23.7% |
| 1Y | +24.3% | -42.6% | +66.9% | +26.8% |
| 3Y | +65.3% | +45.4% | +19.8% | +57.6% |
| All | +99.1% | -44.5% | +143.6% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling