+180.9%
RCAT vs PEGA
-46.5%
+227.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -1.4% | +3.3% | -4.7% | -2.2% |
| 30D | -3.3% | +17.7% | -21.1% | -7.5% |
| 3M | -43.2% | +5.8% | -49.0% | -44.5% |
| 6M | -43.2% | -20.3% | -22.9% | -40.6% |
| YTD | +5.5% | -37.1% | +42.7% | +16.3% |
| 1Y | -1.6% | -30.2% | +28.6% | +5.3% |
| 3Y | +773.7% | +48.1% | +725.6% | +681.0% |
| All | +180.9% | -46.5% | +227.3% | +245.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling