-17.5%
RUN vs PEGA
+188.8%
-206.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | 0.0% |
| 7D | +1.3% | +3.3% | -2.0% | -0.2% |
| 30D | -15.3% | +17.7% | -33.0% | -21.6% |
| 3M | -40.0% | +5.8% | -45.8% | -42.6% |
| 6M | -27.0% | -20.3% | -6.7% | -21.9% |
| YTD | -51.7% | -37.1% | -14.5% | -42.8% |
| 1Y | -45.9% | -30.2% | -15.7% | -39.9% |
| 3Y | -43.8% | +48.1% | -91.9% | -64.8% |
| 5Y | -80.5% | -46.8% | -33.7% | -78.4% |
| 10Y | +45.3% | +191.3% | -146.1% | -16.6% |
| All | -17.5% | +188.8% | -206.3% | -51.2% |
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