+308.6%
CFG vs PEGA
+175.4%
+133.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | 0.0% |
| 7D | +2.7% | -2.4% | +5.1% | +3.3% |
| 30D | -3.7% | +9.6% | -13.3% | -6.3% |
| 3M | +9.5% | +2.3% | +7.1% | +7.5% |
| 6M | +22.2% | -23.9% | +46.1% | +29.1% |
| YTD | +22.3% | -39.8% | +62.1% | +36.4% |
| 1Y | +39.4% | -37.4% | +76.9% | +52.6% |
| 3Y | +188.5% | +53.1% | +135.3% | +121.3% |
| 5Y | +101.5% | -47.2% | +148.8% | +119.9% |
| 10Y | +308.6% | +174.3% | +134.3% | +151.2% |
| All | +308.6% | +175.4% | +133.3% | +151.2% |
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