-86.4%
CDE vs PEGA
+1,209.2%
-1,295.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | +0.5% | +3.3% | -2.8% | +0.2% |
| 30D | +21.9% | +17.7% | +4.1% | +20.1% |
| 3M | +14.9% | +5.8% | +9.1% | +13.9% |
| 6M | -10.5% | -20.3% | +9.7% | -9.2% |
| YTD | +19.3% | -37.1% | +56.4% | +23.3% |
| 1Y | +50.8% | -30.2% | +81.0% | +54.4% |
| 3Y | +782.3% | +48.1% | +734.2% | +735.2% |
| 5Y | +191.7% | -46.8% | +238.5% | +194.5% |
| 10Y | +57.6% | +191.3% | -133.7% | +42.9% |
| All | -86.4% | +1,209.2% | -1,295.6% | -88.6% |
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 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