+1,994.5%
RSG vs PEGA
+500.6%
+1,493.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | +0.3% | +3.3% | -3.0% | +0.1% |
| 30D | +7.6% | +17.7% | -10.2% | +6.4% |
| 3M | +7.4% | +5.8% | +1.6% | +6.8% |
| 6M | -3.3% | -20.3% | +17.0% | -2.3% |
| YTD | +6.0% | -37.1% | +43.1% | +8.5% |
| 1Y | -3.7% | -30.2% | +26.5% | -2.3% |
| 3Y | +59.1% | +48.1% | +11.0% | +50.9% |
| 5Y | +89.0% | -46.8% | +135.8% | +88.8% |
| 10Y | +412.5% | +191.3% | +221.2% | +357.6% |
| All | +1,994.5% | +500.6% | +1,493.9% | +1,918.5% |
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