+275.2%
RTX vs PEGA
+175.4%
+99.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.2% |
| 7D | -3.1% | -2.4% | -0.7% | -2.7% |
| 30D | -10.6% | +9.6% | -20.2% | -12.3% |
| 3M | +11.6% | +2.3% | +9.3% | +10.2% |
| 6M | -4.5% | -23.9% | +19.4% | -0.6% |
| YTD | +9.6% | -39.8% | +49.3% | +18.5% |
| 1Y | +30.8% | -37.4% | +68.2% | +39.8% |
| 3Y | +152.8% | +53.1% | +99.7% | +111.2% |
| 5Y | +167.1% | -47.2% | +214.3% | +194.8% |
| 10Y | +275.2% | +174.3% | +100.8% | +159.1% |
| All | +275.2% | +175.4% | +99.8% | +159.1% |
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 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