+51.5%
CART vs PEGA
+78.3%
-26.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | +1.0% | +3.3% | -2.2% | +0.6% |
| 30D | +12.6% | +17.7% | -5.1% | +9.9% |
| 3M | +23.1% | +5.8% | +17.3% | +21.5% |
| 6M | +39.5% | -20.3% | +59.8% | +42.7% |
| YTD | +13.5% | -37.1% | +50.7% | +18.2% |
| 1Y | +14.9% | -30.2% | +45.1% | +18.4% |
| All | +51.5% | +78.3% | -26.7% | +42.4% |
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