-54.0%
RCAT vs PEGA
-46.9%
-7.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.3% | -7.7% | -6.7% |
| 7D | -5.6% | -8.2% | +2.6% | -4.0% |
| 30D | -27.0% | -11.6% | -15.5% | -25.4% |
| 3M | -57.9% | -4.2% | -53.7% | -58.1% |
| 6M | -59.4% | -12.0% | -47.4% | -58.4% |
| YTD | -46.9% | -46.9% | 0.0% | -32.8% |
| 1Y | -54.0% | -47.0% | -7.1% | -41.2% |
| All | -54.0% | -46.9% | -7.1% | -41.2% |
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