-9.3%
CDW vs PEGA
-45.3%
+36.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.1% |
| 7D | +2.1% | -4.5% | +6.6% | +3.1% |
| 30D | +14.7% | -5.7% | +20.4% | +16.1% |
| 3M | +11.1% | +2.6% | +8.5% | +10.4% |
| 6M | +45.6% | -10.6% | +56.2% | +48.1% |
| YTD | +17.1% | -45.5% | +62.6% | +29.5% |
| 1Y | +13.2% | -44.8% | +57.9% | +24.7% |
| 3Y | -22.2% | +45.5% | -67.7% | -32.2% |
| All | -9.3% | -45.3% | +36.0% | -0.9% |
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