+117.3%
PCAR vs PEGA
-45.8%
+163.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.9% | +2.5% |
| 7D | +2.2% | -8.6% | +10.8% | +3.0% |
| 30D | +0.3% | -10.1% | +10.4% | +1.2% |
| 3M | -17.9% | -4.7% | -13.2% | -17.7% |
| 6M | -3.4% | -8.0% | +4.6% | -3.2% |
| YTD | -0.1% | -47.1% | +47.0% | +5.1% |
| 1Y | +13.4% | -47.5% | +60.9% | +19.3% |
| 3Y | +37.2% | +40.2% | -3.0% | +26.2% |
| 5Y | +117.3% | -45.7% | +163.1% | +116.9% |
| All | +117.3% | -45.8% | +163.2% | +116.9% |
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 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