-14.7%
CDW vs PEGA
+44.6%
-59.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.2% | -0.6% |
| 7D | +9.1% | -4.6% | +13.6% | +10.0% |
| 30D | +13.7% | -6.8% | +20.5% | +15.2% |
| 3M | +27.0% | +2.6% | +24.5% | +26.4% |
| 6M | +75.9% | -5.4% | +81.2% | +76.8% |
| YTD | +28.9% | -46.0% | +74.9% | +40.8% |
| 1Y | +19.6% | -45.6% | +65.2% | +30.4% |
| All | -14.7% | +44.6% | -59.3% | -19.3% |
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