+1,110.7%
CAT vs PEGA
+191.9%
+918.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | +1.7% | +3.3% | -1.6% | +1.1% |
| 30D | -6.6% | +17.7% | -24.3% | -9.4% |
| 3M | -13.3% | +5.8% | -19.1% | -15.0% |
| 6M | +11.6% | -20.3% | +31.9% | +14.8% |
| YTD | +42.9% | -37.1% | +80.1% | +53.0% |
| 1Y | +95.4% | -30.2% | +125.6% | +103.0% |
| 3Y | +196.6% | +48.1% | +148.5% | +146.2% |
| 5Y | +321.7% | -46.8% | +368.4% | +351.1% |
| All | +1,110.7% | +191.9% | +918.8% | +583.6% |
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