+292.6%
PTC vs PEGA
+1,035.4%
-742.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.9% |
| 7D | -0.2% | -4.5% | +4.3% | +0.6% |
| 30D | +0.8% | -5.7% | +6.4% | +1.7% |
| 3M | +32.1% | +2.6% | +29.5% | +31.4% |
| 6M | +42.6% | -10.6% | +53.2% | +45.1% |
| YTD | +12.0% | -45.5% | +57.5% | +24.1% |
| 1Y | +12.2% | -44.8% | +56.9% | +23.9% |
| 3Y | +31.2% | +45.5% | -14.3% | +16.5% |
| 5Y | +54.9% | -45.3% | +100.2% | +58.7% |
| 10Y | +343.1% | +102.4% | +240.8% | +264.3% |
| All | +292.6% | +1,035.4% | -742.8% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling