+626.7%
RVMD vs PEGA
-17.5%
+644.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +1.0% | +3.3% | -2.3% | 0.0% |
| 30D | +6.4% | +17.7% | -11.3% | +0.8% |
| 3M | +34.9% | +5.8% | +29.1% | +30.5% |
| 6M | +107.6% | -20.3% | +127.8% | +119.2% |
| YTD | +163.7% | -37.1% | +200.8% | +196.2% |
| 1Y | +439.2% | -30.2% | +469.4% | +477.8% |
| 3Y | +499.2% | +48.1% | +451.1% | +335.4% |
| 5Y | +621.7% | -46.8% | +668.5% | +729.7% |
| All | +626.7% | -17.5% | +644.2% | +518.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling