+74.7%
CART vs PEGA
+49.9%
+24.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -0.6% | -8.6% | +8.1% | +0.9% |
| 30D | +23.1% | -10.1% | +33.2% | +25.2% |
| 3M | +19.2% | -4.7% | +23.9% | +20.2% |
| 6M | +45.7% | -8.0% | +53.6% | +47.1% |
| YTD | +30.9% | -47.1% | +78.0% | +40.1% |
| 1Y | +50.2% | -47.5% | +97.6% | +60.7% |
| 3Y | +133.5% | +40.2% | +93.3% | +128.7% |
| All | +74.7% | +49.9% | +24.8% | +68.7% |
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