+61.0%
RSP vs PEGA
+43.4%
+17.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | 0.0% |
| 7D | -1.0% | -4.5% | +3.5% | -0.6% |
| 30D | +2.6% | -5.7% | +8.3% | +3.1% |
| 3M | -0.8% | +2.6% | -3.4% | -1.2% |
| 6M | +6.3% | -10.6% | +16.9% | +6.9% |
| YTD | +14.1% | -45.5% | +59.6% | +20.2% |
| 1Y | +18.0% | -44.8% | +62.8% | +24.0% |
| 3Y | +61.0% | +45.5% | +15.5% | +47.7% |
| All | +61.0% | +43.4% | +17.6% | +47.7% |
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