+237.6%
CFG vs PEGA
+101.4%
+136.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | 0.0% |
| 7D | -0.9% | -4.5% | +3.6% | +0.3% |
| 30D | +1.1% | -5.7% | +6.7% | +2.5% |
| 3M | -12.0% | +2.6% | -14.6% | -13.2% |
| 6M | -2.2% | -10.6% | +8.4% | -1.1% |
| YTD | +11.4% | -45.5% | +56.9% | +27.4% |
| 1Y | +27.8% | -44.8% | +72.6% | +45.3% |
| 3Y | +173.3% | +45.5% | +127.8% | +110.2% |
| 5Y | +62.4% | -45.3% | +107.7% | +71.9% |
| All | +237.6% | +101.4% | +136.1% | +118.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling