-99.7%
RCAT vs PEGA
+94.5%
-194.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +7.2% | -8.6% | +15.9% | +10.0% |
| 30D | -20.4% | -10.1% | -10.3% | -18.3% |
| 3M | -59.8% | -4.7% | -55.0% | -59.7% |
| 6M | -61.9% | -8.0% | -53.9% | -61.7% |
| YTD | -45.9% | -47.1% | +1.2% | -36.4% |
| 1Y | -50.5% | -47.5% | -3.1% | -41.5% |
| 3Y | +387.5% | +40.2% | +347.3% | +304.2% |
| 5Y | +70.9% | -45.7% | +116.7% | +90.0% |
| 10Y | -99.7% | +85.1% | -184.8% | -99.3% |
| All | -99.7% | +94.5% | -194.2% | -99.3% |
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