+496.2%
RVMD vs PEGA
-28.3%
+524.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.7% |
| 7D | -10.4% | +0.1% | -10.5% | -10.5% |
| 30D | -11.0% | -4.1% | -6.8% | -10.1% |
| 3M | -14.7% | -2.8% | -11.9% | -14.7% |
| 6M | +14.9% | -0.4% | +15.3% | +12.2% |
| YTD | +116.3% | -45.4% | +161.7% | +151.9% |
| 1Y | +167.6% | -42.6% | +210.2% | +205.6% |
| 3Y | +776.8% | +45.4% | +731.4% | +524.1% |
| 5Y | +424.8% | -44.6% | +469.4% | +465.2% |
| All | +496.2% | -28.3% | +524.5% | +425.9% |
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