-63.1%
CAPR vs PEGA
-16.7%
-46.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +0.9% |
| 7D | -2.0% | +3.3% | -5.3% | -0.8% |
| 30D | +139.2% | +17.7% | +121.4% | +154.5% |
| 3M | -66.4% | +5.8% | -72.2% | -58.1% |
| 6M | -63.1% | -20.3% | -42.9% | -53.5% |
| All | -63.1% | -16.7% | -46.5% | -53.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling