+294.0%
PCAR vs PEGA
+101.6%
+192.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -1.9% |
| 7D | +0.1% | -4.5% | +4.6% | +0.8% |
| 30D | -4.6% | -5.7% | +1.1% | -3.8% |
| 3M | -22.6% | +2.7% | -25.2% | -23.1% |
| 6M | -12.0% | -10.5% | -1.5% | -11.3% |
| YTD | -6.1% | -45.4% | +39.3% | +1.6% |
| 1Y | +6.3% | -44.7% | +51.1% | +14.6% |
| 3Y | +31.8% | +45.7% | -13.9% | +12.3% |
| 5Y | +104.2% | -45.3% | +149.4% | +112.7% |
| All | +294.0% | +101.6% | +192.3% | +193.2% |
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