+67.2%
CAH vs PEGA
-30.0%
+97.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | +5.4% | +3.3% | +2.1% | +5.4% |
| 30D | +3.3% | +17.7% | -14.4% | +3.2% |
| 3M | +22.8% | +5.8% | +17.0% | +22.1% |
| 6M | +11.3% | -20.3% | +31.5% | +10.7% |
| YTD | +21.1% | -37.1% | +58.3% | +23.7% |
| 1Y | +67.2% | -30.2% | +97.4% | +67.1% |
| All | +67.2% | -30.0% | +97.2% | +67.1% |
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