+73.3%
RUN vs PEGA
+97.3%
-24.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.7% |
| 7D | -13.5% | +0.1% | -13.6% | -13.7% |
| 30D | +18.3% | -4.1% | +22.4% | +20.0% |
| 3M | -12.5% | -2.8% | -9.6% | -12.6% |
| 6M | -40.3% | -0.4% | -39.9% | -42.3% |
| YTD | -53.1% | -45.4% | -7.7% | -41.1% |
| 1Y | -54.3% | -42.6% | -11.6% | -44.0% |
| 3Y | -6.5% | +45.4% | -51.9% | -44.5% |
| 5Y | -85.3% | -44.6% | -40.7% | -84.3% |
| All | +73.3% | +97.3% | -24.0% | +15.0% |
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