+180.2%
CAH vs PEGA
+49.1%
+131.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | -0.1% |
| 7D | -2.2% | -6.1% | +3.9% | -2.0% |
| 30D | +1.2% | +6.4% | -5.2% | +0.9% |
| 3M | +13.1% | +2.9% | +10.2% | +12.7% |
| 6M | +8.5% | -23.8% | +32.3% | +9.4% |
| YTD | +17.6% | -41.1% | +58.7% | +20.2% |
| 1Y | +60.7% | -38.2% | +98.9% | +63.6% |
| All | +180.2% | +49.1% | +131.1% | +179.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling