-11.8%
CAG vs PEGA
-30.0%
+18.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | -3.8% | +3.3% | -7.1% | -3.8% |
| 30D | +3.1% | +17.7% | -14.6% | +3.0% |
| 3M | +23.5% | +5.8% | +17.7% | +21.7% |
| 6M | -14.8% | -20.3% | +5.4% | -17.9% |
| YTD | -5.4% | -37.1% | +31.7% | -8.5% |
| 1Y | -11.8% | -30.2% | +18.4% | -14.1% |
| All | -11.8% | -30.0% | +18.2% | -14.1% |
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