+2,591.2%
CAH vs PEGA
+1,209.2%
+1,381.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +5.4% | +3.3% | +2.1% | +5.2% |
| 30D | +3.3% | +17.7% | -14.4% | +2.2% |
| 3M | +22.8% | +5.8% | +17.0% | +22.1% |
| 6M | +11.3% | -20.3% | +31.5% | +12.4% |
| YTD | +21.1% | -37.1% | +58.3% | +23.9% |
| 1Y | +67.2% | -30.2% | +97.4% | +69.6% |
| 3Y | +195.6% | +48.1% | +147.5% | +181.3% |
| 5Y | +413.8% | -46.8% | +460.6% | +413.6% |
| 10Y | +309.6% | +191.3% | +118.3% | +266.4% |
| All | +2,591.2% | +1,209.2% | +1,381.9% | +1,915.8% |
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