-46.7%
RUN vs PEGA
-37.1%
-9.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.3% |
| 7D | -3.4% | -5.3% | +1.9% | -2.4% |
| 30D | -14.0% | +8.3% | -22.2% | -15.4% |
| 3M | -27.5% | +8.9% | -36.4% | -28.9% |
| 6M | -29.0% | -19.7% | -9.2% | -25.6% |
| YTD | -53.1% | -39.9% | -13.2% | -48.9% |
| 1Y | -46.7% | -36.4% | -10.3% | -43.0% |
| All | -46.7% | -37.1% | -9.6% | -43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling