-14.1%
PCOR vs PEGA
-42.6%
+28.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.1% |
| 7D | +23.7% | -1.6% | +25.3% | +24.6% |
| 30D | +39.0% | -3.0% | +42.0% | +40.8% |
| 3M | +35.8% | +5.8% | +29.9% | +32.1% |
| 6M | +38.2% | -8.8% | +47.1% | +44.1% |
| YTD | +3.9% | -43.5% | +47.5% | +33.9% |
| 1Y | +5.7% | -43.4% | +49.1% | +35.7% |
| 3Y | +44.8% | +48.6% | -3.8% | +5.2% |
| 5Y | -19.8% | -43.3% | +23.6% | +1.5% |
| All | -14.1% | -42.6% | +28.6% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling