+30.1%
CB vs PEGA
-45.2%
+75.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.6% |
| 7D | +0.2% | -4.5% | +4.8% | +0.4% |
| 30D | +9.1% | -5.7% | +14.7% | +9.3% |
| 3M | +3.4% | +2.6% | +0.8% | +3.4% |
| 6M | +14.1% | -10.6% | +24.7% | +13.1% |
| YTD | +18.0% | -45.5% | +63.5% | +17.5% |
| 1Y | +30.1% | -44.8% | +74.9% | +29.9% |
| All | +30.1% | -45.2% | +75.4% | +29.9% |
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 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