+9.5%
PCAR vs PEGA
-47.6%
+57.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.9% | +7.6% | +3.7% |
| 7D | +2.9% | -10.0% | +12.9% | +2.9% |
| 30D | -2.1% | -12.7% | +10.5% | -2.2% |
| 3M | -20.4% | -4.6% | -15.8% | -20.2% |
| 6M | -7.0% | -13.1% | +6.1% | -6.6% |
| YTD | -2.6% | -47.6% | +44.9% | +1.1% |
| All | +9.5% | -47.6% | +57.0% | +13.7% |
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