-99.8%
RCAT vs PEGA
+101.6%
-201.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -3.5% | +22.1% | +19.8% |
| 7D | -12.7% | -4.5% | -8.2% | -11.6% |
| 30D | -34.3% | -5.7% | -28.6% | -33.4% |
| 3M | -53.4% | +2.7% | -56.1% | -54.3% |
| 6M | -62.0% | -10.5% | -51.4% | -61.4% |
| YTD | -49.1% | -45.4% | -3.6% | -40.2% |
| 1Y | -53.1% | -44.7% | -8.4% | -45.0% |
| 3Y | +318.7% | +45.7% | +273.0% | +238.3% |
| 5Y | +48.5% | -45.3% | +93.8% | +66.6% |
| All | -99.8% | +101.6% | -201.4% | -99.8% |
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