+296.4%
CAH vs PEGA
+175.1%
+121.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | 0.0% |
| 7D | -2.2% | -6.1% | +3.9% | -1.6% |
| 30D | +1.2% | +6.4% | -5.2% | +0.5% |
| 3M | +13.1% | +2.9% | +10.2% | +12.3% |
| 6M | +8.5% | -23.8% | +32.3% | +10.9% |
| YTD | +17.6% | -41.1% | +58.7% | +23.2% |
| 1Y | +60.7% | -38.2% | +98.9% | +66.9% |
| 3Y | +183.2% | +49.8% | +133.3% | +154.5% |
| 5Y | +402.2% | -48.0% | +450.2% | +442.0% |
| All | +296.4% | +175.1% | +121.3% | +254.7% |
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