+45.2%
RUN vs PEGA
+170.9%
-125.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -3.6% |
| 7D | -1.8% | -6.1% | +4.4% | +1.0% |
| 30D | -10.8% | +6.4% | -17.2% | -13.8% |
| 3M | -30.2% | +2.9% | -33.1% | -32.6% |
| 6M | -22.3% | -23.8% | +1.5% | -15.2% |
| YTD | -52.2% | -41.1% | -11.1% | -41.5% |
| 1Y | -45.1% | -38.2% | -6.9% | -35.3% |
| 3Y | -37.1% | +49.8% | -86.9% | -62.1% |
| 5Y | -80.3% | -48.0% | -32.3% | -77.7% |
| 10Y | +45.2% | +173.1% | -127.9% | -20.3% |
| All | +45.2% | +170.9% | -125.7% | -20.3% |
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