+64.8%
RSP vs PEGA
+44.6%
+20.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -2.9% | -1.1% |
| 7D | +1.8% | -4.6% | +6.3% | +2.2% |
| 30D | +3.5% | -6.8% | +10.3% | +4.1% |
| 3M | +0.2% | +2.6% | -2.3% | -0.2% |
| 6M | +9.1% | -5.4% | +14.5% | +9.1% |
| YTD | +16.6% | -46.0% | +62.6% | +22.9% |
| 1Y | +17.9% | -45.6% | +63.5% | +24.1% |
| All | +64.8% | +44.6% | +20.3% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling