+289.9%
CAH vs PEGA
+180.6%
+109.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.6% | -1.9% |
| 7D | -5.1% | -5.3% | +0.2% | -4.5% |
| 30D | -1.8% | +8.3% | -10.1% | -2.7% |
| 3M | +9.4% | +8.9% | +0.4% | +8.0% |
| 6M | +9.2% | -19.7% | +29.0% | +11.0% |
| YTD | +15.7% | -39.9% | +55.6% | +20.9% |
| 1Y | +59.7% | -36.4% | +96.1% | +65.4% |
| 3Y | +178.5% | +52.8% | +125.7% | +149.8% |
| 5Y | +398.3% | -45.7% | +443.9% | +433.4% |
| All | +289.9% | +180.6% | +109.3% | +248.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling