+10,024.5%
CAT vs PEGA
+1,209.2%
+8,815.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | +1.7% | +3.3% | -1.6% | +1.4% |
| 30D | -6.6% | +17.7% | -24.3% | -8.1% |
| 3M | -13.3% | +5.8% | -19.1% | -14.3% |
| 6M | +11.6% | -20.3% | +31.9% | +13.0% |
| YTD | +42.9% | -37.1% | +80.1% | +47.3% |
| 1Y | +95.4% | -30.2% | +125.6% | +98.9% |
| 3Y | +196.6% | +48.1% | +148.5% | +175.5% |
| 5Y | +321.7% | -46.8% | +368.4% | +321.1% |
| 10Y | +1,140.8% | +191.3% | +949.5% | +961.7% |
| All | +10,024.5% | +1,209.2% | +8,815.2% | +6,856.2% |
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