+358.7%
RY vs PEGA
+101.4%
+257.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.8% |
| 7D | -0.9% | -4.5% | +3.6% | -0.2% |
| 30D | +5.9% | -5.7% | +11.5% | +6.6% |
| 3M | -4.3% | +2.6% | -6.8% | -5.0% |
| 6M | +12.1% | -10.6% | +22.7% | +12.8% |
| YTD | +20.3% | -45.5% | +65.7% | +29.7% |
| 1Y | +41.0% | -44.8% | +85.8% | +51.5% |
| 3Y | +157.5% | +45.5% | +112.0% | +121.4% |
| 5Y | +123.2% | -45.3% | +168.5% | +130.3% |
| All | +358.7% | +101.4% | +257.3% | +272.1% |
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