-80.3%
RUN vs PEGA
-48.2%
-32.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -3.8% |
| 7D | -1.8% | -6.1% | +4.4% | +0.5% |
| 30D | -10.8% | +6.4% | -17.2% | -13.3% |
| 3M | -30.2% | +2.9% | -33.1% | -32.0% |
| 6M | -22.3% | -23.8% | +1.5% | -16.2% |
| YTD | -52.2% | -41.1% | -11.1% | -43.2% |
| 1Y | -45.1% | -38.2% | -6.9% | -36.7% |
| 3Y | -37.1% | +49.8% | -86.9% | -60.2% |
| 5Y | -80.3% | -48.0% | -32.3% | -71.3% |
| All | -80.3% | -48.2% | -32.1% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling