+577.4%
CF vs PEGA
+191.4%
+386.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -3.1% |
| 7D | +6.0% | +3.3% | +2.7% | +5.6% |
| 30D | +14.8% | +17.7% | -2.9% | +12.3% |
| 3M | +14.1% | +5.8% | +8.3% | +12.6% |
| 6M | +28.5% | -20.3% | +48.8% | +31.3% |
| YTD | +74.9% | -37.1% | +112.1% | +84.2% |
| 1Y | +61.7% | -30.2% | +91.9% | +66.6% |
| 3Y | +80.3% | +48.1% | +32.2% | +54.7% |
| 5Y | +226.0% | -46.8% | +272.8% | +262.1% |
| All | +577.4% | +191.4% | +386.0% | +369.4% |
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