-18.7%
PCOR vs PEGA
-47.0%
+28.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +3.4% |
| 7D | +22.2% | -10.0% | +32.2% | +28.4% |
| 30D | +36.0% | -12.7% | +48.7% | +44.9% |
| 3M | +34.0% | -4.6% | +38.6% | +36.9% |
| 6M | +43.5% | -13.1% | +56.6% | +53.0% |
| YTD | +5.1% | -47.6% | +52.7% | +40.0% |
| 1Y | -3.9% | -47.0% | +43.1% | +27.1% |
| 3Y | +52.9% | +42.0% | +10.9% | +13.4% |
| 5Y | -18.7% | -47.8% | +29.2% | +17.8% |
| All | -18.7% | -47.0% | +28.3% | +17.8% |
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