+101.0%
CB vs PEGA
-46.5%
+147.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.7% |
| 3M | +9.0% | +5.8% | +3.2% | +8.5% |
| 6M | +2.9% | -20.3% | +23.1% | +3.3% |
| YTD | +10.1% | -37.1% | +47.2% | +11.4% |
| 1Y | +22.8% | -30.2% | +53.0% | +23.7% |
| 3Y | +73.8% | +48.1% | +25.7% | +66.0% |
| All | +101.0% | -46.5% | +147.5% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling