+222.4%
PTC vs PEGA
+191.9%
+30.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -5.1% | -5.7% |
| 7D | -10.3% | +3.3% | -13.6% | -11.2% |
| 30D | +1.1% | +17.7% | -16.6% | -4.3% |
| 3M | +1.6% | +5.8% | -4.2% | -1.0% |
| 6M | -13.5% | -20.3% | +6.8% | -7.9% |
| YTD | -19.1% | -37.1% | +18.1% | -7.6% |
| 1Y | -33.9% | -30.2% | -3.7% | -27.9% |
| 3Y | -3.9% | +48.1% | -52.0% | -26.7% |
| 5Y | +6.0% | -46.8% | +52.8% | +24.0% |
| All | +222.4% | +191.9% | +30.5% | +102.4% |
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