-14.4%
PCOR vs PEGA
-44.6%
+30.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +1.3% |
| 7D | +22.7% | -4.5% | +27.2% | +25.4% |
| 30D | +37.5% | -5.7% | +43.1% | +41.2% |
| 3M | +35.2% | +2.6% | +32.6% | +33.6% |
| 6M | +42.2% | -10.6% | +52.8% | +49.7% |
| YTD | +3.6% | -45.5% | +49.0% | +35.7% |
| 1Y | -4.8% | -44.8% | +40.0% | +23.9% |
| 3Y | +48.3% | +45.5% | +2.8% | +8.7% |
| 5Y | -20.1% | -45.3% | +25.2% | +2.8% |
| All | -14.4% | -44.6% | +30.2% | +9.1% |
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