+371.5%
RY vs PEGA
+191.4%
+180.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +3.1% | +3.3% | -0.2% | +2.6% |
| 30D | -0.3% | +17.7% | -18.1% | -2.8% |
| 3M | +8.7% | +5.8% | +2.9% | +7.1% |
| 6M | +28.5% | -20.3% | +48.8% | +31.8% |
| YTD | +25.1% | -37.1% | +62.3% | +32.3% |
| 1Y | +46.3% | -30.2% | +76.5% | +51.5% |
| 3Y | +154.9% | +48.1% | +106.8% | +120.8% |
| 5Y | +140.3% | -46.8% | +187.1% | +153.9% |
| All | +371.5% | +191.4% | +180.1% | +244.9% |
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 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