-100.0%
RCAT vs PEGA
+2,771.1%
-2,871.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -1.4% | +3.3% | -4.7% | -1.6% |
| 30D | -3.3% | +17.7% | -21.1% | -4.5% |
| 3M | -43.2% | +5.8% | -49.0% | -43.6% |
| 6M | -43.2% | -20.3% | -22.9% | -42.5% |
| YTD | +5.5% | -37.1% | +42.7% | +8.1% |
| 1Y | -1.6% | -30.2% | +28.6% | +0.2% |
| 3Y | +773.7% | +48.1% | +725.6% | +758.1% |
| 5Y | +187.6% | -46.8% | +234.4% | +184.7% |
| 10Y | -98.5% | +191.3% | -289.8% | -98.3% |
| All | -100.0% | +2,771.1% | -2,871.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling