-14.6%
PCOR vs PEGA
+49.4%
-64.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -3.9% |
| 7D | -9.0% | +3.3% | -12.3% | -10.2% |
| 30D | +4.2% | +17.7% | -13.6% | -2.6% |
| 3M | +14.4% | +5.8% | +8.6% | +11.1% |
| 6M | +0.2% | -20.3% | +20.4% | +7.9% |
| YTD | -20.3% | -37.1% | +16.9% | -7.3% |
| 1Y | -16.1% | -30.2% | +14.1% | -6.3% |
| All | -14.6% | +49.4% | -64.0% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling