+1,056.2%
CBOE vs PEGA
+421.3%
+635.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.1% |
| 7D | -3.6% | +3.3% | -6.9% | -4.0% |
| 30D | +5.1% | +17.7% | -12.7% | +3.1% |
| 3M | +4.6% | +5.8% | -1.2% | +3.5% |
| 6M | -0.3% | -20.3% | +20.0% | +1.5% |
| YTD | +19.8% | -37.1% | +56.9% | +24.5% |
| 1Y | +28.4% | -30.2% | +58.6% | +31.4% |
| 3Y | +104.1% | +48.1% | +56.0% | +82.7% |
| 5Y | +150.9% | -46.8% | +197.7% | +155.6% |
| 10Y | +393.5% | +191.3% | +202.2% | +281.1% |
| All | +1,056.2% | +421.3% | +635.0% | +708.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling