+273.8%
RTX vs PEGA
+99.2%
+174.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.9% | +7.5% | +4.3% |
| 7D | -3.2% | -10.0% | +6.8% | -1.3% |
| 30D | +5.6% | -12.7% | +18.2% | +8.1% |
| 3M | -11.7% | -4.6% | -7.1% | -11.4% |
| 6M | +12.3% | -13.1% | +25.4% | +13.7% |
| YTD | +8.2% | -47.6% | +55.8% | +19.8% |
| 1Y | +12.6% | -47.0% | +59.6% | +24.2% |
| 3Y | +152.8% | +42.0% | +110.8% | +112.4% |
| 5Y | +140.2% | -47.8% | +188.0% | +160.7% |
| 10Y | +273.8% | +92.0% | +181.8% | +182.8% |
| All | +273.8% | +99.2% | +174.6% | +182.8% |
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