+237.0%
CFG vs PEGA
+99.2%
+137.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.9% | +6.9% | +4.0% |
| 7D | +0.3% | -10.0% | +10.2% | +3.1% |
| 30D | +3.2% | -12.7% | +15.9% | +6.8% |
| 3M | -9.7% | -4.6% | -5.1% | -9.2% |
| 6M | +3.6% | -13.1% | +16.7% | +5.6% |
| YTD | +14.7% | -47.6% | +62.3% | +32.4% |
| 1Y | +29.6% | -47.0% | +76.6% | +48.8% |
| 3Y | +190.6% | +42.0% | +148.6% | +124.6% |
| 5Y | +67.1% | -47.8% | +114.9% | +79.2% |
| 10Y | +237.0% | +92.0% | +145.0% | +127.2% |
| All | +237.0% | +99.2% | +137.8% | +127.2% |
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 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