+176.0%
CAH vs PEGA
+41.6%
+134.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | +5.9% | -8.6% | +14.6% | +6.3% |
| 30D | +16.5% | -10.1% | +26.6% | +17.0% |
| 3M | +15.7% | -4.7% | +20.5% | +16.0% |
| 6M | +52.7% | -8.0% | +60.7% | +52.8% |
| YTD | +36.3% | -47.1% | +83.4% | +39.9% |
| 1Y | +36.7% | -47.5% | +84.2% | +40.4% |
| All | +176.0% | +41.6% | +134.4% | +176.6% |
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 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