-76.2%
PCG vs PEGA
+92.7%
-168.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -0.5% | -8.2% | +7.8% | +1.0% |
| 30D | +0.8% | -11.6% | +12.3% | +2.7% |
| 3M | -22.0% | -4.2% | -17.9% | -22.0% |
| 6M | -17.1% | -12.0% | -5.1% | -16.5% |
| YTD | -16.9% | -46.9% | +30.0% | -9.0% |
| 1Y | -19.1% | -47.0% | +27.9% | -11.6% |
| 3Y | -19.4% | +40.9% | -60.3% | -33.8% |
| 5Y | +9.0% | -45.4% | +54.4% | +14.2% |
| 10Y | -76.2% | +95.9% | -172.1% | -81.1% |
| All | -76.2% | +92.7% | -168.9% | -81.1% |
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