+69.3%
CCI vs PEGA
+97.3%
-28.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +14.4% | -4.1% | +18.6% | +15.0% |
| 3M | +21.7% | -2.8% | +24.5% | +21.8% |
| 6M | +4.0% | -0.4% | +4.5% | +3.1% |
| YTD | +6.2% | -45.4% | +51.6% | +14.5% |
| 1Y | +5.4% | -42.6% | +48.0% | +12.6% |
| 3Y | +11.7% | +45.4% | -33.7% | -6.1% |
| 5Y | -35.6% | -44.6% | +9.0% | -35.5% |
| All | +69.3% | +97.3% | -28.1% | +31.7% |
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