-76.0%
PCG vs PEGA
+191.9%
-267.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.6% |
| 7D | -13.9% | +3.3% | -17.1% | -14.4% |
| 30D | -16.9% | +17.7% | -34.6% | -19.4% |
| 3M | -14.7% | +5.8% | -20.5% | -16.3% |
| 6M | -23.8% | -20.3% | -3.6% | -21.7% |
| YTD | -10.5% | -37.1% | +26.6% | -4.5% |
| 1Y | -5.1% | -30.2% | +25.1% | -1.6% |
| 3Y | -11.6% | +48.1% | -59.7% | -26.9% |
| 5Y | +59.0% | -46.8% | +105.8% | +73.5% |
| All | -76.0% | +191.9% | -267.8% | -82.9% |
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 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