+194.3%
CDE vs PEGA
-47.2%
+241.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.3% |
| 3M | +32.0% | +8.9% | +23.1% | +28.0% |
| 6M | -12.8% | -19.7% | +6.9% | -9.3% |
| YTD | +14.2% | -39.9% | +54.1% | +26.6% |
| 1Y | +36.3% | -36.4% | +72.7% | +48.5% |
| 3Y | +821.4% | +52.8% | +768.6% | +657.4% |
| 5Y | +194.3% | -45.7% | +239.9% | +259.6% |
| All | +194.3% | -47.2% | +241.4% | +259.6% |
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 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