-25.0%
CDW vs PEGA
+49.4%
-74.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | +3.2% | +3.3% | -0.1% | +2.6% |
| 30D | +9.3% | +17.7% | -8.5% | +5.9% |
| 3M | +9.8% | +5.8% | +4.0% | +8.0% |
| 6M | +23.3% | -20.3% | +43.6% | +26.6% |
| YTD | +13.7% | -37.1% | +50.8% | +20.8% |
| 1Y | -6.5% | -30.2% | +23.7% | -2.7% |
| All | -25.0% | +49.4% | -74.4% | -29.8% |
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