+116.3%
CBOE vs PEGA
+46.3%
+70.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.8% |
| 7D | +6.3% | +0.1% | +6.2% | +6.3% |
| 30D | +24.9% | -4.1% | +29.1% | +24.9% |
| 3M | +28.5% | -2.8% | +31.3% | +28.5% |
| 6M | +2.9% | -0.4% | +3.3% | +3.0% |
| YTD | +50.7% | -45.4% | +96.1% | +48.9% |
| 1Y | +45.5% | -42.6% | +88.1% | +44.0% |
| 3Y | +116.3% | +45.4% | +70.9% | +119.3% |
| All | +116.3% | +46.3% | +70.0% | +119.3% |
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