+213.4%
RSP vs PEGA
+101.6%
+111.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.3% |
| 7D | -1.0% | -4.5% | +3.5% | -0.1% |
| 30D | +2.6% | -5.7% | +8.3% | +3.6% |
| 3M | -0.8% | +2.7% | -3.4% | -1.8% |
| 6M | +6.3% | -10.5% | +16.8% | +7.3% |
| YTD | +14.1% | -45.4% | +59.6% | +26.2% |
| 1Y | +18.0% | -44.7% | +62.7% | +29.9% |
| 3Y | +61.0% | +45.7% | +15.4% | +31.7% |
| 5Y | +45.6% | -45.3% | +90.9% | +51.1% |
| All | +213.4% | +101.6% | +111.8% | +129.0% |
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