+122.4%
CF vs PEGA
-43.7%
+166.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.5% | +6.2% |
| 7D | +0.4% | -1.6% | +2.0% | +0.4% |
| 30D | +2.2% | -3.0% | +5.2% | +2.2% |
| 3M | +2.1% | +5.8% | -3.7% | +1.9% |
| 6M | -6.5% | -8.8% | +2.3% | -6.3% |
| YTD | +55.6% | -43.5% | +99.1% | +59.0% |
| 1Y | +42.3% | -43.4% | +85.7% | +45.3% |
| 3Y | +55.7% | +48.6% | +7.1% | +50.1% |
| 5Y | +122.4% | -43.3% | +165.8% | +145.8% |
| All | +122.4% | -43.7% | +166.1% | +145.8% |
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 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