-99.6%
RCAT vs PEGA
+99.2%
-198.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -3.9% | +15.3% | +12.6% |
| 7D | +1.1% | -10.0% | +11.1% | +4.3% |
| 30D | -22.0% | -12.7% | -9.3% | -19.1% |
| 3M | -51.1% | -4.6% | -46.6% | -51.1% |
| 6M | -56.6% | -13.1% | -43.5% | -55.6% |
| YTD | -43.3% | -47.6% | +4.3% | -32.7% |
| 1Y | -51.5% | -47.0% | -4.5% | -42.5% |
| 3Y | +411.4% | +42.0% | +369.4% | +316.5% |
| 5Y | +74.4% | -47.8% | +122.3% | +98.4% |
| 10Y | -99.6% | +92.0% | -191.6% | -99.6% |
| All | -99.6% | +99.2% | -198.8% | -99.6% |
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