-37.2%
CAG vs PEGA
+180.6%
-217.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -2.8% |
| 7D | -5.9% | -5.3% | -0.6% | -5.7% |
| 30D | -1.5% | +8.3% | -9.8% | -1.9% |
| 3M | +11.5% | +8.9% | +2.5% | +10.9% |
| 6M | -15.7% | -19.7% | +4.0% | -15.4% |
| YTD | -10.2% | -39.9% | +29.7% | -9.0% |
| 1Y | -18.1% | -36.4% | +18.3% | -17.2% |
| 3Y | -39.4% | +52.8% | -92.2% | -42.5% |
| 5Y | -42.6% | -45.7% | +3.1% | -40.8% |
| All | -37.2% | +180.6% | -217.8% | -45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling