+79.6%
CCJ vs PEGA
+37.6%
+41.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.9% | +9.6% | +6.2% |
| 7D | +2.7% | -10.0% | +12.7% | +4.0% |
| 30D | -14.4% | -12.7% | -1.7% | -13.1% |
| 3M | -22.6% | -4.6% | -18.0% | -22.6% |
| 6M | -35.4% | -13.1% | -22.4% | -34.8% |
| YTD | -17.6% | -47.6% | +30.0% | -10.5% |
| 1Y | -18.1% | -47.0% | +28.9% | -11.2% |
| 3Y | +79.6% | +42.0% | +37.6% | +67.9% |
| All | +79.6% | +37.6% | +41.9% | +67.9% |
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