-34.1%
RUN vs PEGA
+48.1%
-82.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.2% | +7.9% | +4.6% |
| 7D | +10.2% | -2.4% | +12.6% | +10.7% |
| 30D | -9.6% | +9.6% | -19.2% | -11.5% |
| 3M | -31.5% | +2.3% | -33.8% | -32.3% |
| 6M | -18.7% | -23.9% | +5.2% | -14.8% |
| YTD | -49.9% | -39.8% | -10.1% | -45.1% |
| 1Y | -45.5% | -37.4% | -8.1% | -41.0% |
| 3Y | -34.1% | +53.1% | -87.2% | -57.9% |
| All | -34.1% | +48.1% | -82.2% | -57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling