-20.9%
RUN vs PEGA
+147.9%
-168.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.1% | -8.1% | -7.0% |
| 7D | -13.7% | -4.6% | -9.1% | -12.1% |
| 30D | +9.4% | -6.8% | +16.2% | +12.4% |
| 3M | -13.4% | +2.6% | -16.0% | -15.7% |
| 6M | -39.6% | -5.4% | -34.2% | -40.2% |
| YTD | -53.7% | -46.0% | -7.7% | -41.9% |
| 1Y | -56.2% | -45.6% | -10.6% | -45.3% |
| 3Y | -9.7% | +43.2% | -52.9% | -44.5% |
| 5Y | -85.5% | -45.3% | -40.2% | -84.7% |
| 10Y | +66.7% | +88.9% | -22.2% | +9.9% |
| All | -20.9% | +147.9% | -168.8% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling