-3.7%
PCOR vs PEGA
-46.9%
+43.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -1.1% |
| 7D | +20.7% | -8.2% | +28.9% | +27.7% |
| 30D | +35.7% | -11.6% | +47.2% | +46.9% |
| 3M | +31.1% | -4.2% | +35.2% | +34.2% |
| 6M | +43.1% | -12.0% | +55.1% | +53.9% |
| YTD | +4.8% | -46.9% | +51.7% | +50.4% |
| 1Y | -3.7% | -47.0% | +43.3% | +38.3% |
| All | -3.7% | -46.9% | +43.2% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling