+4,251.9%
RTX vs PEGA
+1,209.2%
+3,042.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -5.2% | +3.3% | -8.4% | -5.5% |
| 30D | -9.4% | +17.7% | -27.1% | -10.9% |
| 3M | +12.3% | +5.8% | +6.5% | +11.2% |
| 6M | -3.1% | -20.3% | +17.1% | -1.7% |
| YTD | +10.7% | -37.1% | +47.8% | +14.4% |
| 1Y | +28.4% | -30.2% | +58.6% | +31.2% |
| 3Y | +147.1% | +48.1% | +99.0% | +130.6% |
| 5Y | +167.2% | -46.8% | +214.0% | +167.9% |
| 10Y | +274.7% | +191.3% | +83.4% | +223.4% |
| All | +4,251.9% | +1,209.2% | +3,042.6% | +2,711.9% |
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