+167.6%
RVMD vs PEGA
-44.6%
+212.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.4% |
| 7D | -10.4% | +0.1% | -10.5% | -10.4% |
| 30D | -11.0% | -4.1% | -6.8% | -10.6% |
| 3M | -14.7% | -2.8% | -11.9% | -14.6% |
| 6M | +14.9% | -0.4% | +15.3% | +15.0% |
| YTD | +116.3% | -45.4% | +161.7% | +130.8% |
| 1Y | +167.6% | -42.6% | +210.2% | +186.8% |
| All | +167.6% | -44.6% | +212.2% | +186.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling