+471.5%
CF vs PEGA
+97.3%
+374.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | +4.8% | +0.1% | +4.7% | +4.8% |
| 30D | +4.7% | -4.1% | +8.9% | +5.2% |
| 3M | +7.4% | -2.8% | +10.2% | +7.4% |
| 6M | +0.6% | -0.4% | +1.0% | -0.5% |
| YTD | +64.1% | -45.4% | +109.5% | +75.9% |
| 1Y | +51.4% | -42.6% | +94.0% | +60.6% |
| 3Y | +67.8% | +45.4% | +22.4% | +41.5% |
| 5Y | +114.1% | -44.6% | +158.7% | +128.2% |
| All | +471.5% | +97.3% | +374.1% | +225.8% |
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 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