+160.9%
RY vs PEGA
+48.6%
+112.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.7% |
| 7D | -1.1% | -1.6% | +0.5% | -1.0% |
| 30D | +4.4% | -3.0% | +7.4% | +4.6% |
| 3M | -2.9% | +5.8% | -8.8% | -3.4% |
| 6M | +15.6% | -8.8% | +24.4% | +15.9% |
| YTD | +21.8% | -43.5% | +65.3% | +26.3% |
| 1Y | +42.6% | -43.4% | +86.0% | +47.7% |
| All | +160.9% | +48.6% | +112.3% | +146.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling