+1,329.5%
CBOE vs PEGA
+347.5%
+982.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.3% |
| 7D | +4.5% | -4.6% | +9.0% | +5.0% |
| 30D | +26.2% | -6.8% | +33.0% | +27.1% |
| 3M | +27.1% | +2.6% | +24.6% | +26.6% |
| 6M | +4.2% | -5.4% | +9.6% | +4.1% |
| YTD | +48.0% | -46.0% | +94.1% | +56.3% |
| 1Y | +42.4% | -45.6% | +88.1% | +50.1% |
| 3Y | +116.8% | +43.2% | +73.7% | +94.0% |
| 5Y | +199.0% | -45.3% | +244.3% | +200.4% |
| 10Y | +515.4% | +88.9% | +426.5% | +401.4% |
| All | +1,329.5% | +347.5% | +982.0% | +914.6% |
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