+639.5%
CEG vs PEGA
-21.5%
+661.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.8% | +5.0% |
| 7D | +8.0% | +3.3% | +4.7% | +7.5% |
| 30D | +12.9% | +17.7% | -4.8% | +10.3% |
| 3M | +13.2% | +5.8% | +7.4% | +11.7% |
| 6M | -7.0% | -20.3% | +13.3% | -4.5% |
| YTD | -15.0% | -37.1% | +22.1% | -10.0% |
| 1Y | -2.7% | -30.2% | +27.5% | +0.8% |
| 3Y | +184.1% | +48.1% | +136.0% | +161.0% |
| All | +639.5% | -21.5% | +661.0% | +614.8% |
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