+38.4%
PCG vs PEGA
+1,209.2%
-1,170.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.5% |
| 7D | -13.9% | +3.3% | -17.1% | -14.0% |
| 30D | -16.9% | +17.7% | -34.6% | -17.6% |
| 3M | -14.7% | +5.8% | -20.5% | -15.2% |
| 6M | -23.8% | -20.3% | -3.6% | -23.2% |
| YTD | -10.5% | -37.1% | +26.6% | -8.9% |
| 1Y | -5.1% | -30.2% | +25.1% | -4.1% |
| 3Y | -11.6% | +48.1% | -59.7% | -15.1% |
| 5Y | +59.0% | -46.8% | +105.8% | +58.6% |
| 10Y | -75.7% | +191.3% | -267.1% | -77.3% |
| All | +38.4% | +1,209.2% | -1,170.9% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling