-76.0%
PCG vs PEGA
+97.3%
-173.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +2.0% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +0.8% | -4.1% | +4.9% | +1.3% |
| 3M | -23.8% | -2.8% | -21.0% | -23.9% |
| 6M | -19.6% | -0.4% | -19.2% | -20.9% |
| YTD | -16.7% | -45.4% | +28.7% | -9.3% |
| 1Y | -19.4% | -42.6% | +23.2% | -13.2% |
| 3Y | -18.3% | +45.4% | -63.7% | -33.3% |
| 5Y | +10.4% | -44.6% | +55.0% | +15.8% |
| All | -76.0% | +97.3% | -173.3% | -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