+5,967.0%
CF vs PEGA
+2,481.3%
+3,485.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -3.0% |
| 7D | +6.0% | +3.3% | +2.7% | +5.3% |
| 30D | +14.8% | +17.7% | -2.9% | +10.6% |
| 3M | +14.1% | +5.8% | +8.3% | +11.3% |
| 6M | +28.5% | -20.3% | +48.8% | +32.1% |
| YTD | +74.9% | -37.1% | +112.1% | +87.5% |
| 1Y | +61.7% | -30.2% | +91.9% | +68.0% |
| 3Y | +80.3% | +48.1% | +32.2% | +45.3% |
| 5Y | +226.0% | -46.8% | +272.8% | +225.3% |
| 10Y | +569.9% | +191.3% | +378.5% | +284.1% |
| All | +5,967.0% | +2,481.3% | +3,485.7% | +1,339.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling