+351.8%
CCJ vs PEGA
-47.9%
+399.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +2.0% |
| 7D | +5.9% | -2.4% | +8.3% | +6.4% |
| 30D | +4.7% | +9.6% | -4.9% | +2.8% |
| 3M | -3.3% | +2.3% | -5.6% | -4.4% |
| 6M | -7.0% | -23.9% | +16.9% | -3.2% |
| YTD | +11.5% | -39.8% | +51.2% | +20.5% |
| 1Y | +32.3% | -37.4% | +69.7% | +41.3% |
| 3Y | +176.8% | +53.1% | +123.7% | +135.4% |
| 5Y | +351.8% | -47.2% | +399.0% | +433.2% |
| All | +351.8% | -47.9% | +399.7% | +433.2% |
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