+531.8%
RVMD vs PEGA
+49.1%
+482.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.5% |
| 7D | -0.7% | -6.1% | +5.4% | +0.2% |
| 30D | +0.3% | +6.4% | -6.0% | -0.8% |
| 3M | +38.9% | +2.9% | +36.0% | +37.4% |
| 6M | +108.1% | -23.8% | +132.0% | +116.0% |
| YTD | +160.7% | -41.1% | +201.8% | +180.5% |
| 1Y | +407.3% | -38.2% | +445.5% | +438.9% |
| All | +531.8% | +49.1% | +482.7% | +370.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling