+125.0%
RY vs PEGA
-46.7%
+171.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.9% |
| 7D | -0.6% | -8.2% | +7.6% | +0.2% |
| 30D | +6.1% | -11.6% | +17.7% | +7.2% |
| 3M | -3.4% | -4.2% | +0.8% | -3.2% |
| 6M | +12.8% | -12.0% | +24.8% | +13.4% |
| YTD | +21.0% | -46.9% | +67.9% | +27.2% |
| 1Y | +40.5% | -47.0% | +87.4% | +47.6% |
| 3Y | +159.9% | +40.9% | +119.0% | +139.0% |
| 5Y | +125.0% | -45.4% | +170.3% | +120.6% |
| All | +125.0% | -46.7% | +171.7% | +120.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling