+50.4%
PNC vs PEGA
-48.2%
+98.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.6% |
| 7D | -0.7% | -6.1% | +5.4% | +0.1% |
| 30D | -4.4% | +6.4% | -10.8% | -5.3% |
| 3M | +4.5% | +2.9% | +1.6% | +3.5% |
| 6M | +19.1% | -23.8% | +42.9% | +22.7% |
| YTD | +18.0% | -41.1% | +59.1% | +25.9% |
| 1Y | +24.1% | -38.2% | +62.3% | +30.8% |
| 3Y | +130.0% | +49.8% | +80.2% | +100.7% |
| 5Y | +50.4% | -48.0% | +98.4% | +59.8% |
| All | +50.4% | -48.2% | +98.6% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling