+14.1%
PCG vs PEGA
-45.3%
+59.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.7% |
| 7D | -1.6% | -4.5% | +2.9% | -1.3% |
| 30D | +1.4% | -5.7% | +7.1% | +1.8% |
| 3M | -23.4% | +2.6% | -26.0% | -23.8% |
| 6M | -19.4% | -10.6% | -8.8% | -19.2% |
| YTD | -18.5% | -45.5% | +27.0% | -14.8% |
| 1Y | -19.5% | -44.8% | +25.2% | -16.1% |
| 3Y | -21.0% | +45.5% | -66.5% | -28.3% |
| All | +14.1% | -45.3% | +59.4% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling