+27.2%
CB vs PEGA
-47.6%
+74.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.3% |
| 7D | -1.5% | -10.0% | +8.5% | -1.1% |
| 30D | +6.5% | -12.7% | +19.2% | +7.1% |
| 3M | +4.1% | -4.6% | +8.7% | +4.3% |
| 6M | +14.4% | -13.1% | +27.5% | +13.6% |
| YTD | +17.5% | -47.6% | +65.1% | +17.0% |
| All | +27.2% | -47.6% | +74.8% | +26.9% |
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