+578.6%
RVMD vs PEGA
-47.1%
+625.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -0.2% |
| 7D | -1.2% | -2.4% | +1.2% | -0.6% |
| 30D | +1.1% | +9.6% | -8.6% | -1.5% |
| 3M | +39.6% | +2.3% | +37.3% | +37.2% |
| 6M | +110.7% | -23.9% | +134.6% | +123.2% |
| YTD | +160.3% | -39.8% | +200.1% | +189.9% |
| 1Y | +404.9% | -37.4% | +442.3% | +451.7% |
| 3Y | +545.5% | +53.1% | +492.3% | +390.1% |
| All | +578.6% | -47.1% | +625.7% | +664.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling