+293.0%
PCAR vs PEGA
+99.2%
+193.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.9% | +7.6% | +4.3% |
| 7D | +2.9% | -10.0% | +12.9% | +4.5% |
| 30D | -2.1% | -12.7% | +10.5% | -0.2% |
| 3M | -20.4% | -4.6% | -15.8% | -20.1% |
| 6M | -7.0% | -13.1% | +6.1% | -5.9% |
| YTD | -2.6% | -47.6% | +44.9% | +5.9% |
| 1Y | +9.8% | -47.0% | +56.8% | +19.1% |
| 3Y | +37.3% | +42.0% | -4.8% | +17.3% |
| 5Y | +116.4% | -47.8% | +164.3% | +127.3% |
| 10Y | +293.0% | +92.0% | +201.0% | +198.3% |
| All | +293.0% | +99.2% | +193.8% | +198.3% |
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