+203.4%
PTC vs PEGA
+175.4%
+28.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.2% | -1.3% | -4.1% |
| 7D | -12.8% | -2.4% | -10.4% | -12.0% |
| 30D | -9.8% | +9.6% | -19.4% | -12.5% |
| 3M | -2.1% | +2.3% | -4.4% | -3.4% |
| 6M | -18.1% | -23.9% | +5.8% | -11.4% |
| YTD | -23.5% | -39.8% | +16.3% | -11.4% |
| 1Y | -37.4% | -37.4% | 0.0% | -29.0% |
| 3Y | -7.2% | +53.1% | -60.4% | -30.3% |
| 5Y | +2.7% | -47.2% | +49.9% | +19.6% |
| 10Y | +203.4% | +174.3% | +29.1% | +93.7% |
| All | +203.4% | +175.4% | +28.0% | +93.7% |
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