+725.3%
CAT vs PEGA
+101.6%
+623.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.5% |
| 7D | -10.3% | -4.5% | -5.8% | -9.6% |
| 30D | -31.2% | -5.7% | -25.5% | -30.6% |
| 3M | -34.7% | +2.7% | -37.3% | -35.4% |
| 6M | -39.5% | -10.5% | -29.0% | -39.3% |
| YTD | -1.7% | -45.4% | +43.8% | +7.5% |
| 1Y | -1.1% | -44.7% | +43.6% | +7.7% |
| 3Y | +143.9% | +45.7% | +98.2% | +100.5% |
| 5Y | +194.8% | -45.3% | +240.0% | +204.6% |
| All | +725.3% | +101.6% | +623.7% | +419.7% |
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