-30.4%
CEG vs PEGA
-45.4%
+15.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.5% | +7.8% | +4.2% |
| 7D | -4.7% | -4.5% | -0.2% | -4.9% |
| 30D | -16.6% | -5.7% | -10.9% | -16.7% |
| 3M | -4.1% | +2.7% | -6.8% | -4.6% |
| 6M | -22.3% | -10.5% | -11.8% | -21.5% |
| YTD | -28.9% | -45.4% | +16.5% | -27.8% |
| All | -30.4% | -45.4% | +15.1% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling