+4,007.8%
RTX vs PEGA
+1,036.4%
+2,971.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.9% |
| 7D | -5.1% | -4.5% | -0.6% | -4.7% |
| 30D | +5.1% | -5.7% | +10.8% | +5.7% |
| 3M | -14.8% | +2.7% | -17.5% | -15.2% |
| 6M | +8.0% | -10.5% | +18.6% | +8.5% |
| YTD | +4.5% | -45.4% | +49.9% | +9.3% |
| 1Y | +9.8% | -44.7% | +54.6% | +14.7% |
| 3Y | +144.2% | +45.7% | +98.5% | +128.1% |
| 5Y | +131.4% | -45.3% | +176.7% | +131.3% |
| 10Y | +273.3% | +102.6% | +170.7% | +232.1% |
| All | +4,007.8% | +1,036.4% | +2,971.4% | +2,586.5% |
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