-57.8%
RCAT vs PEGA
-44.4%
-13.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | 0.0% | -10.3% | -10.3% |
| 7D | -18.5% | -2.9% | -15.7% | -18.0% |
| 30D | -37.0% | -0.5% | -36.5% | -37.1% |
| 3M | -54.9% | +8.5% | -63.4% | -56.3% |
| 6M | -63.6% | -6.3% | -57.4% | -63.0% |
| YTD | -49.6% | -42.2% | -7.4% | -36.8% |
| 1Y | -57.8% | -43.4% | -14.4% | -45.4% |
| All | -57.8% | -44.4% | -13.4% | -45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling