-50.8%
CCI vs PEGA
-47.9%
-2.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +0.6% |
| 7D | +0.2% | -2.4% | +2.6% | +0.4% |
| 30D | +0.5% | +9.6% | -9.1% | -0.6% |
| 3M | -16.3% | +2.3% | -18.6% | -16.8% |
| 6M | -13.9% | -23.9% | +9.9% | -12.0% |
| YTD | -12.4% | -39.8% | +27.3% | -8.7% |
| 1Y | -15.2% | -37.4% | +22.2% | -12.2% |
| 3Y | -9.9% | +53.1% | -63.0% | -21.5% |
| 5Y | -50.8% | -47.2% | -3.6% | -52.5% |
| All | -50.8% | -47.9% | -2.9% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling