+317.2%
PTC vs PEGA
+99.2%
+218.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +1.8% |
| 7D | +0.8% | -10.0% | +10.8% | +4.4% |
| 30D | +0.7% | -12.7% | +13.4% | +5.1% |
| 3M | +32.6% | -4.6% | +37.2% | +34.3% |
| 6M | +33.6% | -13.1% | +46.7% | +38.6% |
| YTD | +12.4% | -47.6% | +60.0% | +36.3% |
| 1Y | +11.2% | -47.0% | +58.2% | +34.0% |
| 3Y | +31.7% | +42.0% | -10.3% | +0.5% |
| 5Y | +60.1% | -47.8% | +107.9% | +83.7% |
| 10Y | +317.2% | +92.0% | +225.2% | +174.5% |
| All | +317.2% | +99.2% | +218.0% | +174.5% |
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 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