+272.7%
PNC vs PEGA
+184.6%
+88.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.2% |
| 7D | -0.6% | -3.0% | +2.4% | +0.1% |
| 30D | -4.4% | +15.9% | -20.3% | -7.6% |
| 3M | +5.2% | +10.8% | -5.6% | +1.9% |
| 6M | +20.6% | -16.5% | +37.1% | +23.5% |
| YTD | +19.8% | -39.0% | +58.8% | +30.6% |
| 1Y | +24.4% | -37.3% | +61.7% | +33.9% |
| 3Y | +131.2% | +59.2% | +72.1% | +83.4% |
| 5Y | +53.1% | -44.9% | +98.0% | +62.0% |
| All | +272.7% | +184.6% | +88.1% | +149.6% |
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