-10.8%
CCI vs PEGA
+55.9%
-66.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -0.4% | +3.3% | -3.7% | -0.6% |
| 30D | +2.7% | +17.7% | -15.1% | +1.8% |
| 3M | -18.2% | +5.8% | -24.0% | -18.7% |
| 6M | -14.8% | -20.3% | +5.5% | -14.3% |
| YTD | -12.6% | -37.1% | +24.5% | -11.6% |
| 1Y | -16.7% | -30.2% | +13.5% | -16.2% |
| All | -10.8% | +55.9% | -66.7% | -22.0% |
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