+639.7%
CEG vs PEGA
-24.8%
+664.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.6% |
| 7D | +6.7% | -2.4% | +9.1% | +7.0% |
| 30D | +11.0% | +9.6% | +1.3% | +9.4% |
| 3M | +19.5% | +2.3% | +17.2% | +18.4% |
| 6M | -5.9% | -23.9% | +18.0% | -2.7% |
| YTD | -15.0% | -39.8% | +24.8% | -9.5% |
| 1Y | +0.6% | -37.4% | +38.0% | +6.1% |
| 3Y | +180.6% | +53.1% | +127.5% | +157.3% |
| All | +639.7% | -24.8% | +664.5% | +619.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling