-9.3%
PCOR vs PEGA
-44.5%
+35.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.1% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | +38.7% | -4.1% | +42.8% | +41.2% |
| 3M | +24.9% | -2.8% | +27.7% | +26.4% |
| 6M | +68.8% | -0.4% | +69.2% | +68.6% |
| YTD | +6.7% | -45.4% | +52.1% | +39.2% |
| 1Y | +3.0% | -42.6% | +45.6% | +31.3% |
| 3Y | +48.6% | +45.4% | +3.2% | +9.1% |
| All | -9.3% | -44.5% | +35.2% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling