-100.0%
RCAT vs PEGA
+2,364.5%
-2,464.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +2.1% | -10.3% | -8.4% |
| 7D | +15.6% | -4.6% | +20.1% | +15.8% |
| 30D | -24.1% | -6.8% | -17.3% | -23.9% |
| 3M | -61.9% | +2.6% | -64.4% | -62.0% |
| 6M | -64.3% | -5.4% | -59.0% | -64.3% |
| YTD | -50.4% | -46.0% | -4.3% | -48.7% |
| 1Y | -54.0% | -45.6% | -8.4% | -52.5% |
| 3Y | +347.2% | +43.2% | +304.0% | +341.3% |
| 5Y | +45.7% | -45.3% | +91.0% | +45.3% |
| 10Y | -99.7% | +88.9% | -188.6% | -99.7% |
| All | -100.0% | +2,364.5% | -2,464.5% | -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