+24.4%
PNC vs PEGA
-36.0%
+60.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.5% |
| 7D | -0.6% | -3.0% | +2.4% | -0.5% |
| 30D | -4.4% | +15.9% | -20.3% | -4.7% |
| 3M | +5.2% | +10.8% | -5.6% | +5.0% |
| 6M | +20.6% | -16.5% | +37.1% | +21.5% |
| YTD | +19.8% | -39.0% | +58.8% | +23.3% |
| 1Y | +24.4% | -37.3% | +61.7% | +26.5% |
| All | +24.4% | -36.0% | +60.5% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling