+6,865.2%
CAT vs PEGA
+1,035.4%
+5,829.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -39.4% |
| YTD | -1.7% | -45.5% | +43.8% | +2.5% |
| 1Y | -1.1% | -44.8% | +43.7% | +2.9% |
| 3Y | +143.9% | +45.5% | +98.3% | +126.6% |
| 5Y | +194.8% | -45.3% | +240.1% | +193.2% |
| 10Y | +739.8% | +102.4% | +637.4% | +640.2% |
| All | +6,865.2% | +1,035.4% | +5,829.8% | +4,741.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling