+38.8%
CFG vs PEGA
-30.0%
+68.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +1.5% | +3.3% | -1.8% | +1.4% |
| 30D | -3.8% | +17.7% | -21.6% | -4.5% |
| 3M | +11.5% | +5.8% | +5.7% | +11.3% |
| 6M | +19.2% | -20.3% | +39.4% | +20.5% |
| YTD | +23.7% | -37.1% | +60.8% | +27.9% |
| 1Y | +38.8% | -30.2% | +69.0% | +40.5% |
| All | +38.8% | -30.0% | +68.9% | +40.5% |
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 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