+1,142.9%
RSP vs PEGA
+2,063.4%
-920.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | +0.7% | -8.2% | +8.9% | +2.5% |
| 30D | +3.7% | -11.6% | +15.2% | +6.1% |
| 3M | +0.7% | -4.2% | +4.8% | +1.0% |
| 6M | +9.0% | -12.0% | +21.0% | +10.4% |
| YTD | +16.7% | -46.9% | +63.6% | +29.3% |
| 1Y | +19.0% | -47.0% | +65.9% | +31.7% |
| 3Y | +64.7% | +40.9% | +23.9% | +39.6% |
| 5Y | +49.6% | -45.4% | +95.0% | +48.7% |
| 10Y | +213.2% | +95.9% | +117.2% | +129.4% |
| All | +1,142.9% | +2,063.4% | -920.4% | +380.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling