+12.2%
PCAR vs PEGA
-44.4%
+56.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +3.7% | -2.9% | +6.5% | +3.6% |
| 30D | -2.9% | -0.5% | -2.4% | -2.9% |
| 3M | -21.7% | +8.5% | -30.2% | -21.5% |
| 6M | -6.6% | -6.3% | -0.4% | -6.3% |
| YTD | -2.2% | -42.2% | +39.9% | +0.9% |
| 1Y | +12.2% | -43.4% | +55.7% | +18.1% |
| All | +12.2% | -44.4% | +56.7% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling