-34.1%
PCOR vs PEGA
-36.2%
+2.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -3.8% |
| 7D | -9.0% | +3.3% | -12.3% | -10.4% |
| 30D | +4.2% | +17.7% | -13.6% | -3.7% |
| 3M | +14.4% | +5.8% | +8.6% | +10.8% |
| 6M | +0.2% | -20.3% | +20.4% | +10.5% |
| YTD | -20.3% | -37.1% | +16.9% | -2.4% |
| 1Y | -16.1% | -30.2% | +14.1% | -3.1% |
| 3Y | -14.7% | +48.1% | -62.8% | -37.6% |
| 5Y | -43.2% | -46.8% | +3.6% | -25.5% |
| All | -34.1% | -36.2% | +2.1% | -21.5% |
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