+403.2%
CAH vs PEGA
-47.1%
+450.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -2.5% |
| 7D | +0.5% | -2.4% | +2.9% | +0.6% |
| 30D | +1.7% | +9.6% | -7.9% | +1.3% |
| 3M | +17.9% | +2.3% | +15.5% | +17.5% |
| 6M | +10.9% | -23.9% | +34.8% | +11.9% |
| YTD | +17.9% | -39.8% | +57.6% | +20.2% |
| 1Y | +61.7% | -37.4% | +99.1% | +64.4% |
| 3Y | +183.7% | +53.1% | +130.6% | +174.2% |
| All | +403.2% | -47.1% | +450.3% | +443.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling