+1,903.6%
PNC vs PEGA
+1,023.8%
+879.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.6% |
| 7D | +1.9% | -4.6% | +6.4% | +2.4% |
| 30D | +6.2% | -6.8% | +13.0% | +7.0% |
| 3M | -8.7% | +2.6% | -11.3% | -9.2% |
| 6M | +9.2% | -5.4% | +14.6% | +9.0% |
| YTD | +14.3% | -46.0% | +60.4% | +20.7% |
| 1Y | +27.7% | -45.6% | +73.3% | +34.6% |
| 3Y | +113.5% | +43.2% | +70.3% | +96.8% |
| 5Y | +36.7% | -45.3% | +82.0% | +36.6% |
| 10Y | +203.4% | +88.9% | +114.6% | +165.8% |
| All | +1,903.6% | +1,023.8% | +879.8% | +1,214.8% |
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 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