+316.9%
PTC vs PEGA
+94.5%
+222.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.5% | -8.6% | +9.1% | +3.6% |
| 30D | +0.9% | -10.1% | +11.0% | +4.2% |
| 3M | +30.4% | -4.7% | +35.1% | +32.2% |
| 6M | +34.4% | -8.0% | +42.4% | +36.9% |
| YTD | +12.6% | -47.1% | +59.7% | +36.2% |
| 1Y | +10.2% | -47.5% | +57.7% | +33.2% |
| 3Y | +29.4% | +40.2% | -10.9% | -0.8% |
| 5Y | +63.7% | -45.7% | +109.5% | +84.3% |
| 10Y | +316.9% | +85.1% | +231.8% | +166.1% |
| All | +316.9% | +94.5% | +222.4% | +166.1% |
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