-3.7%
CDW vs PEGA
-44.5%
+40.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | +9.3% | +0.1% | +9.2% | +9.2% |
| 30D | +14.4% | -4.1% | +18.5% | +15.2% |
| 3M | +21.4% | -2.8% | +24.2% | +22.0% |
| 6M | +72.8% | -0.4% | +73.2% | +72.1% |
| YTD | +28.0% | -45.4% | +73.4% | +41.5% |
| 1Y | +19.3% | -42.6% | +62.0% | +30.5% |
| 3Y | -15.3% | +45.4% | -60.7% | -26.2% |
| All | -3.7% | -44.5% | +40.8% | +4.2% |
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