+32.2%
CB vs PEGA
-44.4%
+76.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +5.3% | -2.9% | +8.1% | +5.4% |
| 30D | +13.2% | -0.5% | +13.7% | +13.2% |
| 3M | +7.8% | +8.5% | -0.7% | +7.5% |
| 6M | +15.8% | -6.3% | +22.1% | +14.5% |
| YTD | +21.0% | -42.2% | +63.2% | +20.4% |
| 1Y | +32.2% | -43.4% | +75.6% | +32.1% |
| All | +32.2% | -44.4% | +76.6% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling