+603.6%
RVMD vs PEGA
-21.1%
+624.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.7% |
| 7D | -3.6% | -5.3% | +1.7% | -2.0% |
| 30D | -1.1% | +8.3% | -9.4% | -3.9% |
| 3M | +41.0% | +8.9% | +32.1% | +34.9% |
| 6M | +105.7% | -19.7% | +125.4% | +116.7% |
| YTD | +155.3% | -39.9% | +195.2% | +190.7% |
| 1Y | +402.7% | -36.4% | +439.1% | +455.2% |
| 3Y | +533.1% | +52.8% | +480.3% | +350.4% |
| 5Y | +583.5% | -45.7% | +629.2% | +666.8% |
| All | +603.6% | -21.1% | +624.8% | +506.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling