-37.8%
CCI vs PEGA
-47.0%
+9.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.1% | -0.5% |
| 7D | +0.9% | -10.0% | +10.9% | +2.0% |
| 30D | +10.3% | -12.7% | +23.0% | +11.7% |
| 3M | +17.9% | -4.6% | +22.5% | +18.1% |
| 6M | -0.5% | -13.1% | +12.6% | +0.3% |
| YTD | +2.7% | -47.6% | +50.3% | +8.5% |
| 1Y | +3.1% | -47.0% | +50.2% | +8.7% |
| 3Y | +8.0% | +42.0% | -34.1% | -5.9% |
| 5Y | -37.8% | -47.8% | +10.1% | -37.5% |
| All | -37.8% | -47.0% | +9.2% | -37.5% |
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