+215.6%
RSP vs PEGA
+99.2%
+116.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.9% | +6.2% | +3.0% |
| 7D | +0.4% | -10.0% | +10.4% | +2.5% |
| 30D | +3.7% | -12.7% | +16.4% | +6.4% |
| 3M | +0.8% | -4.6% | +5.4% | +1.2% |
| 6M | +9.1% | -13.1% | +22.2% | +10.7% |
| YTD | +16.7% | -47.6% | +64.3% | +30.1% |
| 1Y | +19.7% | -47.0% | +66.7% | +32.8% |
| 3Y | +66.7% | +42.0% | +24.7% | +36.9% |
| 5Y | +48.7% | -47.8% | +96.5% | +56.0% |
| 10Y | +215.6% | +92.0% | +123.6% | +132.8% |
| All | +215.6% | +99.2% | +116.4% | +132.8% |
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