+72.5%
CART vs PEGA
+54.6%
+17.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.1% |
| 7D | +3.0% | -4.5% | +7.5% | +3.7% |
| 30D | +28.6% | -5.7% | +34.2% | +29.8% |
| 3M | +29.1% | +2.6% | +26.5% | +28.8% |
| 6M | +44.7% | -10.6% | +55.3% | +46.5% |
| YTD | +29.2% | -45.5% | +74.7% | +37.7% |
| 1Y | +66.2% | -44.8% | +110.9% | +76.7% |
| 3Y | +112.8% | +45.5% | +67.3% | +107.7% |
| All | +72.5% | +54.6% | +17.8% | +65.7% |
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 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