-76.5%
PCG vs PEGA
+94.9%
-171.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.3% |
| 7D | -2.0% | -4.6% | +2.6% | -1.2% |
| 30D | -2.7% | -6.8% | +4.1% | -1.7% |
| 3M | -25.1% | +2.6% | -27.6% | -25.9% |
| 6M | -22.3% | -5.4% | -16.9% | -22.8% |
| YTD | -18.5% | -46.0% | +27.6% | -11.0% |
| 1Y | -21.8% | -45.6% | +23.8% | -15.0% |
| 3Y | -21.0% | +43.2% | -64.2% | -35.3% |
| 5Y | +8.1% | -45.3% | +53.3% | +13.6% |
| All | -76.5% | +94.9% | -171.4% | -81.5% |
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