+183.3%
CAT vs PEGA
-45.3%
+228.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.2% |
| 7D | -10.3% | -4.5% | -5.8% | -9.9% |
| 30D | -31.2% | -5.7% | -25.5% | -30.9% |
| 3M | -34.7% | +2.6% | -37.2% | -35.0% |
| 6M | -39.5% | -10.6% | -28.9% | -39.2% |
| YTD | -1.7% | -45.5% | +43.8% | +4.4% |
| 1Y | -1.1% | -44.8% | +43.7% | +4.8% |
| 3Y | +143.9% | +45.5% | +98.3% | +118.7% |
| All | +183.3% | -45.3% | +228.6% | +170.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling