+518.2%
CEG vs PEGA
-31.9%
+550.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.5% | +7.8% | +4.7% |
| 7D | -4.7% | -4.5% | -0.2% | -4.2% |
| 30D | -16.6% | -5.7% | -10.9% | -16.2% |
| 3M | -4.1% | +2.7% | -6.8% | -5.0% |
| 6M | -22.3% | -10.5% | -11.8% | -22.0% |
| YTD | -28.9% | -45.4% | +16.5% | -23.7% |
| 1Y | -28.5% | -44.7% | +16.3% | -23.3% |
| 3Y | +104.3% | +45.7% | +58.6% | +88.2% |
| All | +518.2% | -31.9% | +550.1% | +506.5% |
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