-91.0%
CDE vs PEGA
+1,037.5%
-1,128.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.5% | -2.3% |
| 7D | -9.6% | +0.1% | -9.7% | -9.7% |
| 30D | -6.7% | -4.1% | -2.5% | -6.5% |
| 3M | -24.2% | -2.8% | -21.4% | -24.2% |
| 6M | -29.1% | -0.4% | -28.7% | -29.5% |
| YTD | -21.5% | -45.4% | +23.9% | -18.0% |
| 1Y | -7.4% | -42.6% | +35.2% | -3.6% |
| 3Y | +596.3% | +45.4% | +550.9% | +559.9% |
| 5Y | +95.7% | -44.6% | +140.3% | +97.1% |
| 10Y | +53.0% | +91.2% | -38.2% | +42.3% |
| All | -91.0% | +1,037.5% | -1,128.5% | -92.4% |
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