-98.4%
RCAT vs PEGA
+175.4%
-273.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.2% | +8.1% | +5.3% |
| 7D | +5.4% | -2.4% | +7.8% | +6.2% |
| 30D | -5.6% | +9.6% | -15.2% | -8.8% |
| 3M | -30.2% | +2.3% | -32.5% | -31.8% |
| 6M | -43.4% | -23.9% | -19.5% | -39.3% |
| YTD | +9.6% | -39.8% | +49.4% | +25.7% |
| 1Y | -2.0% | -37.4% | +35.4% | +10.6% |
| 3Y | +825.0% | +53.1% | +771.9% | +635.0% |
| 5Y | +199.8% | -47.2% | +247.1% | +248.1% |
| 10Y | -98.4% | +174.3% | -272.7% | -98.8% |
| All | -98.4% | +175.4% | -273.8% | -98.8% |
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