+2,927.7%
CAH vs PEGA
+1,001.0%
+1,926.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | +5.9% | -8.6% | +14.6% | +6.5% |
| 30D | +16.5% | -10.1% | +26.6% | +17.3% |
| 3M | +15.7% | -4.7% | +20.5% | +16.0% |
| 6M | +52.7% | -8.0% | +60.7% | +53.0% |
| YTD | +36.3% | -47.1% | +83.4% | +40.8% |
| 1Y | +36.7% | -47.5% | +84.2% | +41.2% |
| 3Y | +178.2% | +40.2% | +137.9% | +165.5% |
| 5Y | +515.8% | -45.7% | +561.5% | +514.1% |
| 10Y | +411.8% | +85.1% | +326.8% | +370.4% |
| All | +2,927.7% | +1,001.0% | +1,926.7% | +2,191.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling