+27.3%
PCG vs PEGA
+1,001.0%
-973.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -1.0% |
| 7D | -2.2% | -8.6% | +6.4% | -1.8% |
| 30D | -0.5% | -10.1% | +9.6% | 0.0% |
| 3M | -24.0% | -4.7% | -19.2% | -23.9% |
| 6M | -18.6% | -8.0% | -10.7% | -18.6% |
| YTD | -17.7% | -47.1% | +29.5% | -15.5% |
| 1Y | -20.0% | -47.5% | +27.5% | -17.9% |
| 3Y | -20.2% | +40.2% | -60.5% | -23.3% |
| 5Y | +8.4% | -45.7% | +54.1% | +8.0% |
| 10Y | -76.4% | +85.1% | -161.4% | -77.5% |
| All | +27.3% | +1,001.0% | -973.7% | +12.4% |
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