+219.7%
CFG vs PEGA
+92.7%
+127.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | +0.7% | -8.2% | +8.9% | +3.0% |
| 30D | +2.8% | -11.6% | +14.3% | +5.9% |
| 3M | -10.1% | -4.2% | -5.9% | -9.7% |
| 6M | +3.2% | -12.0% | +15.2% | +4.8% |
| YTD | +14.2% | -46.9% | +61.1% | +31.4% |
| 1Y | +27.4% | -47.0% | +74.4% | +46.3% |
| 3Y | +187.6% | +40.9% | +146.7% | +123.2% |
| 5Y | +65.7% | -45.4% | +111.1% | +74.4% |
| 10Y | +219.7% | +95.9% | +123.8% | +110.7% |
| All | +219.7% | +92.7% | +127.0% | +110.7% |
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