+204.4%
RSP vs PEGA
+175.4%
+29.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.1% | -0.2% |
| 7D | -0.4% | -2.4% | +2.0% | +0.1% |
| 30D | -1.5% | +9.6% | -11.2% | -3.5% |
| 3M | +4.8% | +2.3% | +2.5% | +3.5% |
| 6M | +10.3% | -23.9% | +34.2% | +15.0% |
| YTD | +14.1% | -39.8% | +53.8% | +23.9% |
| 1Y | +17.0% | -37.4% | +54.4% | +25.3% |
| 3Y | +54.2% | +53.1% | +1.0% | +25.8% |
| 5Y | +51.5% | -47.2% | +98.7% | +61.0% |
| 10Y | +204.4% | +174.3% | +30.1% | +103.3% |
| All | +204.4% | +175.4% | +29.0% | +103.3% |
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