+55.4%
CAH vs PEGA
-36.0%
+91.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.6% |
| 7D | -5.1% | -3.0% | -2.1% | -5.1% |
| 30D | +0.2% | +15.9% | -15.7% | +0.1% |
| 3M | +6.3% | +10.8% | -4.6% | +6.0% |
| 6M | +9.4% | -16.5% | +25.9% | +8.9% |
| YTD | +15.0% | -39.0% | +54.0% | +17.2% |
| 1Y | +55.4% | -37.3% | +92.7% | +60.6% |
| All | +55.4% | -36.0% | +91.5% | +60.6% |
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