+421.5%
CARR vs PEGA
+18.4%
+403.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | 0.0% | +1.2% |
| 7D | -3.8% | -3.0% | -0.8% | -3.4% |
| 30D | -8.9% | +15.9% | -24.8% | -11.0% |
| 3M | -17.3% | +10.8% | -28.2% | -19.1% |
| 6M | -1.4% | -16.5% | +15.1% | +0.4% |
| YTD | +10.0% | -39.0% | +49.0% | +17.2% |
| 1Y | -6.4% | -37.3% | +30.9% | -1.3% |
| 3Y | +1.5% | +59.2% | -57.6% | -15.2% |
| 5Y | +9.3% | -44.9% | +54.2% | +5.8% |
| All | +421.5% | +18.4% | +403.1% | +396.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling