+781.5%
CDE vs PEGA
+52.0%
+729.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.1% | -3.6% |
| 7D | -6.1% | -5.3% | -0.7% | -4.9% |
| 30D | +9.5% | +8.3% | +1.2% | +7.4% |
| 3M | +32.0% | +8.9% | +23.1% | +28.3% |
| 6M | -12.8% | -19.7% | +6.9% | -9.1% |
| YTD | +14.2% | -39.9% | +54.1% | +26.9% |
| 1Y | +36.3% | -36.4% | +72.7% | +48.9% |
| All | +781.5% | +52.0% | +729.5% | +625.6% |
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