+518.7%
CBOE vs PEGA
+97.3%
+421.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.7% |
| 7D | +6.3% | +0.1% | +6.2% | +6.3% |
| 30D | +24.9% | -4.1% | +29.1% | +25.4% |
| 3M | +28.5% | -2.8% | +31.3% | +28.6% |
| 6M | +2.9% | -0.4% | +3.3% | +2.3% |
| YTD | +50.7% | -45.4% | +96.1% | +58.0% |
| 1Y | +45.5% | -42.6% | +88.1% | +51.6% |
| 3Y | +116.3% | +45.4% | +70.9% | +92.1% |
| 5Y | +204.3% | -44.6% | +248.9% | +219.5% |
| All | +518.7% | +97.3% | +421.4% | +415.9% |
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 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