+369.4%
CBOE vs PEGA
+180.6%
+188.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.7% |
| 7D | -3.7% | -5.3% | +1.6% | -3.2% |
| 30D | +2.0% | +8.3% | -6.3% | +1.1% |
| 3M | -4.2% | +8.9% | -13.2% | -5.3% |
| 6M | +1.2% | -19.7% | +20.9% | +2.6% |
| YTD | +15.4% | -39.9% | +55.3% | +19.9% |
| 1Y | +23.5% | -36.4% | +59.9% | +27.3% |
| 3Y | +93.2% | +52.8% | +40.4% | +71.4% |
| 5Y | +142.0% | -45.7% | +187.6% | +157.4% |
| All | +369.4% | +180.6% | +188.8% | +275.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling