+214.2%
CAT vs PEGA
-45.0%
+259.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.4% |
| 7D | +9.3% | -4.6% | +13.9% | +9.7% |
| 30D | -21.5% | -6.8% | -14.7% | -21.1% |
| 3M | -29.1% | +2.6% | -31.6% | -29.5% |
| 6M | -33.4% | -5.4% | -28.0% | -33.6% |
| YTD | +6.6% | -46.0% | +52.6% | +13.2% |
| 1Y | +6.5% | -45.6% | +52.1% | +13.0% |
| 3Y | +162.7% | +43.2% | +119.5% | +136.0% |
| 5Y | +214.2% | -45.3% | +259.5% | +196.9% |
| All | +214.2% | -45.0% | +259.2% | +196.9% |
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