+1,276.7%
CCJ vs PEGA
+1,005.9%
+270.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.4% |
| 7D | +0.4% | -8.2% | +8.6% | +1.3% |
| 30D | -17.2% | -11.6% | -5.7% | -16.3% |
| 3M | -25.1% | -4.2% | -21.0% | -25.1% |
| 6M | -37.6% | -12.0% | -25.6% | -37.3% |
| YTD | -20.4% | -46.9% | +26.6% | -16.3% |
| 1Y | -22.5% | -47.0% | +24.5% | -18.5% |
| 3Y | +72.5% | +40.9% | +31.6% | +61.2% |
| 5Y | +179.9% | -45.4% | +225.2% | +181.1% |
| 10Y | +772.6% | +95.9% | +676.7% | +672.7% |
| All | +1,276.7% | +1,005.9% | +270.8% | +818.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling