+348.6%
RY vs PEGA
+97.3%
+251.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +5.0% | -4.1% | +9.2% | +5.6% |
| 3M | -5.3% | -2.8% | -2.5% | -5.3% |
| 6M | +13.8% | -0.4% | +14.3% | +12.7% |
| YTD | +21.0% | -45.4% | +66.3% | +30.3% |
| 1Y | +40.5% | -42.6% | +83.1% | +50.0% |
| 3Y | +159.7% | +45.4% | +114.2% | +123.1% |
| 5Y | +124.3% | -44.6% | +168.9% | +130.8% |
| All | +348.6% | +97.3% | +251.3% | +254.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling