+1.5%
CARR vs PEGA
+54.2%
-52.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | 0.0% | +1.3% |
| 7D | -3.8% | -3.0% | -0.8% | -3.6% |
| 30D | -8.9% | +15.9% | -24.8% | -10.0% |
| 3M | -17.3% | +10.8% | -28.2% | -18.1% |
| 6M | -1.4% | -16.5% | +15.1% | 0.0% |
| YTD | +10.0% | -39.0% | +49.0% | +15.5% |
| 1Y | -6.4% | -37.3% | +30.9% | -2.5% |
| 3Y | +1.5% | +59.2% | -57.6% | -10.3% |
| All | +1.5% | +54.2% | -52.7% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling