+6.3%
PCAR vs PEGA
-45.2%
+51.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -2.4% |
| 7D | +0.1% | -4.5% | +4.6% | +0.1% |
| 30D | -4.6% | -5.7% | +1.1% | -4.6% |
| 3M | -22.6% | +2.6% | -25.1% | -22.4% |
| 6M | -12.0% | -10.6% | -1.4% | -11.6% |
| YTD | -6.1% | -45.5% | +39.4% | -2.5% |
| 1Y | +6.3% | -44.8% | +51.1% | +9.9% |
| All | +6.3% | -45.2% | +51.6% | +9.9% |
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