-50.9%
RCAT vs PEGA
-47.6%
-3.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -3.9% | +15.3% | +12.1% |
| 7D | +1.1% | -10.0% | +11.1% | +3.2% |
| 30D | -22.0% | -12.7% | -9.3% | -20.1% |
| 3M | -51.1% | -4.6% | -46.6% | -51.4% |
| 6M | -56.6% | -13.1% | -43.5% | -55.4% |
| YTD | -43.3% | -47.6% | +4.3% | -27.9% |
| All | -50.9% | -47.6% | -3.3% | -37.0% |
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