+1,803.2%
CCJ vs PEGA
+1,209.2%
+594.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +0.7% | +3.3% | -2.6% | +0.4% |
| 30D | +6.9% | +17.7% | -10.9% | +5.0% |
| 3M | -11.6% | +5.8% | -17.4% | -12.6% |
| 6M | -16.2% | -20.3% | +4.0% | -14.9% |
| YTD | +10.1% | -37.1% | +47.3% | +14.0% |
| 1Y | +32.3% | -30.2% | +62.5% | +35.3% |
| 3Y | +171.3% | +48.1% | +123.2% | +152.5% |
| 5Y | +372.4% | -46.8% | +419.2% | +376.0% |
| 10Y | +1,070.0% | +191.3% | +878.7% | +900.0% |
| All | +1,803.2% | +1,209.2% | +594.0% | +1,151.0% |
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