+481.0%
CF vs PEGA
+92.7%
+388.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.4% |
| 7D | +4.8% | -8.2% | +13.0% | +5.9% |
| 30D | +9.7% | -11.6% | +21.3% | +11.3% |
| 3M | +1.2% | -4.2% | +5.4% | +1.4% |
| 6M | +7.4% | -12.0% | +19.3% | +8.0% |
| YTD | +60.5% | -46.9% | +107.4% | +72.7% |
| 1Y | +50.7% | -47.0% | +97.7% | +62.0% |
| 3Y | +64.8% | +40.9% | +23.9% | +39.5% |
| 5Y | +115.8% | -45.4% | +161.2% | +129.5% |
| 10Y | +481.0% | +95.9% | +385.1% | +230.6% |
| All | +481.0% | +92.7% | +388.3% | +230.6% |
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