+863.2%
CDW vs PEGA
+376.0%
+487.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | +3.2% | +3.3% | -0.1% | +2.3% |
| 30D | +9.3% | +17.7% | -8.5% | +4.5% |
| 3M | +9.8% | +5.8% | +4.0% | +7.3% |
| 6M | +23.3% | -20.3% | +43.6% | +29.4% |
| YTD | +13.7% | -37.1% | +50.8% | +25.6% |
| 1Y | -6.5% | -30.2% | +23.7% | -0.2% |
| 3Y | -25.2% | +48.1% | -73.3% | -39.4% |
| 5Y | -19.5% | -46.8% | +27.3% | -14.6% |
| 10Y | +285.8% | +191.3% | +94.5% | +158.9% |
| All | +863.2% | +376.0% | +487.2% | +491.6% |
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