+61.5%
CF vs PEGA
+43.4%
+18.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +0.7% |
| 7D | -3.2% | -4.5% | +1.3% | -3.2% |
| 30D | +4.3% | -5.7% | +10.0% | +4.3% |
| 3M | +2.8% | +2.6% | +0.2% | +2.8% |
| 6M | +0.6% | -10.6% | +11.2% | +0.9% |
| YTD | +56.6% | -45.5% | +102.1% | +60.2% |
| 1Y | +49.6% | -44.8% | +94.4% | +52.8% |
| 3Y | +61.5% | +45.5% | +16.0% | +58.7% |
| All | +61.5% | +43.4% | +18.1% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling