-53.4%
RCAT vs PEGA
+5.0%
-58.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -3.5% | +22.1% | +18.3% |
| 7D | -12.7% | -4.5% | -8.2% | -12.9% |
| 30D | -34.3% | -5.7% | -28.6% | -35.1% |
| 3M | -53.4% | +2.6% | -56.0% | -54.2% |
| All | -53.4% | +5.0% | -58.4% | -54.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling