+27.8%
CB vs PEGA
-47.0%
+74.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.3% |
| 7D | -1.0% | -8.6% | +7.6% | -0.7% |
| 30D | +7.3% | -10.1% | +17.4% | +7.7% |
| 3M | +7.0% | -4.7% | +11.8% | +7.3% |
| 6M | +16.3% | -8.0% | +24.3% | +15.7% |
| YTD | +19.7% | -47.1% | +66.9% | +19.0% |
| 1Y | +27.8% | -47.5% | +75.3% | +27.2% |
| All | +27.8% | -47.0% | +74.8% | +27.2% |
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 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