+76.6%
CB vs PEGA
+49.4%
+27.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.9% |
| 7D | +0.5% | +3.3% | -2.8% | +0.4% |
| 30D | -3.1% | +17.7% | -20.9% | -3.4% |
| 3M | +9.0% | +5.8% | +3.2% | +8.6% |
| 6M | +2.9% | -20.3% | +23.1% | +2.6% |
| YTD | +10.1% | -37.1% | +47.2% | +10.2% |
| 1Y | +22.8% | -30.2% | +53.0% | +22.8% |
| All | +76.6% | +49.4% | +27.2% | +69.5% |
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