+158.9%
CAT vs PEGA
+41.6%
+117.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.4% | +2.9% |
| 7D | +1.7% | -8.6% | +10.4% | +2.3% |
| 30D | -24.6% | -10.1% | -14.5% | -24.1% |
| 3M | -28.5% | -4.7% | -23.7% | -28.5% |
| 6M | -34.8% | -8.0% | -26.8% | -34.7% |
| YTD | +5.9% | -47.1% | +53.0% | +13.1% |
| 1Y | +6.8% | -47.5% | +54.3% | +14.1% |
| All | +158.9% | +41.6% | +117.3% | +127.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling