+402.7%
RVMD vs PEGA
-37.1%
+439.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.3% |
| 7D | -3.6% | -5.3% | +1.7% | -3.0% |
| 30D | -1.1% | +8.3% | -9.4% | -2.0% |
| 3M | +41.0% | +8.9% | +32.1% | +39.6% |
| 6M | +105.7% | -19.7% | +125.4% | +110.6% |
| YTD | +155.3% | -39.9% | +195.2% | +166.1% |
| 1Y | +402.7% | -36.4% | +439.1% | +434.6% |
| All | +402.7% | -37.1% | +439.9% | +434.6% |
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