-77.6%
PCG vs PEGA
+101.6%
-179.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.4% |
| 7D | -1.6% | -4.5% | +2.9% | -0.8% |
| 30D | +1.4% | -5.7% | +7.1% | +2.2% |
| 3M | -23.4% | +2.7% | -26.1% | -24.3% |
| 6M | -19.4% | -10.5% | -8.9% | -19.0% |
| YTD | -18.5% | -45.4% | +26.9% | -11.2% |
| 1Y | -19.5% | -44.7% | +25.2% | -12.8% |
| 3Y | -21.0% | +45.7% | -66.6% | -35.4% |
| 5Y | +13.7% | -45.3% | +59.0% | +19.7% |
| All | -77.6% | +101.6% | -179.3% | -81.8% |
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 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