+199.0%
PNC vs PEGA
+97.3%
+101.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | +7.6% | -4.1% | +11.8% | +8.4% |
| 3M | -8.1% | -2.8% | -5.3% | -8.1% |
| 6M | +12.6% | -0.4% | +13.0% | +10.8% |
| YTD | +15.0% | -45.4% | +60.3% | +28.0% |
| 1Y | +30.4% | -42.6% | +73.0% | +43.2% |
| 3Y | +116.1% | +45.4% | +70.7% | +73.4% |
| 5Y | +37.5% | -44.6% | +82.1% | +42.9% |
| All | +199.0% | +97.3% | +101.7% | +104.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling