+172.3%
PCAR vs PEGA
-46.5%
+218.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.2% |
| 7D | -0.5% | +3.3% | -3.8% | -0.8% |
| 30D | -6.2% | +17.7% | -24.0% | -7.6% |
| 3M | +5.9% | +5.8% | +0.1% | +5.1% |
| 6M | +0.4% | -20.3% | +20.7% | +2.1% |
| YTD | +14.8% | -37.1% | +52.0% | +19.2% |
| 1Y | +30.1% | -30.2% | +60.3% | +33.2% |
| 3Y | +66.7% | +48.1% | +18.5% | +53.2% |
| All | +172.3% | -46.5% | +218.8% | +181.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling