+436.5%
CARR vs PEGA
+16.9%
+419.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.4% |
| 7D | +3.2% | -2.4% | +5.6% | +3.6% |
| 30D | -7.7% | +9.6% | -17.3% | -9.0% |
| 3M | -11.9% | +2.3% | -14.2% | -12.8% |
| 6M | +2.0% | -23.9% | +25.9% | +5.4% |
| YTD | +13.2% | -39.8% | +52.9% | +20.8% |
| 1Y | -8.5% | -37.4% | +28.9% | -3.6% |
| 3Y | +5.0% | +53.1% | -48.2% | -11.7% |
| 5Y | +12.0% | -47.2% | +59.2% | +9.1% |
| All | +436.5% | +16.9% | +419.5% | +411.7% |
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