+33.7%
CFG vs PEGA
-44.4%
+78.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.4% |
| 7D | +1.8% | -2.9% | +4.6% | +1.9% |
| 30D | +3.3% | -0.5% | +3.8% | +3.3% |
| 3M | -9.8% | +8.5% | -18.3% | -10.1% |
| 6M | +5.2% | -6.3% | +11.5% | +5.4% |
| YTD | +16.1% | -42.2% | +58.3% | +20.0% |
| 1Y | +33.7% | -43.4% | +77.1% | +42.2% |
| All | +33.7% | -44.4% | +78.1% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling