+71.4%
CB vs PEGA
+44.0%
+27.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | +0.7% | -8.2% | +8.9% | +0.9% |
| 30D | +8.2% | -11.6% | +19.7% | +8.4% |
| 3M | +6.3% | -4.2% | +10.4% | +6.4% |
| 6M | +16.2% | -12.0% | +28.2% | +16.1% |
| YTD | +19.3% | -46.9% | +66.2% | +19.8% |
| 1Y | +29.2% | -47.0% | +76.2% | +29.7% |
| 3Y | +71.4% | +40.9% | +30.6% | +68.7% |
| All | +71.4% | +44.0% | +27.4% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling