+330.1%
PTC vs PEGA
+101.6%
+228.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.4% |
| 7D | -0.2% | -4.5% | +4.3% | +1.3% |
| 30D | +0.8% | -5.7% | +6.4% | +2.4% |
| 3M | +32.1% | +2.7% | +29.4% | +30.6% |
| 6M | +42.6% | -10.5% | +53.1% | +46.6% |
| YTD | +12.0% | -45.4% | +57.4% | +34.0% |
| 1Y | +12.2% | -44.7% | +56.9% | +33.2% |
| 3Y | +31.2% | +45.7% | -14.4% | -0.6% |
| 5Y | +54.9% | -45.3% | +100.2% | +74.5% |
| All | +330.1% | +101.6% | +228.5% | +183.1% |
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