+190.3%
CFG vs PEGA
+44.6%
+145.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.1% |
| 7D | +1.6% | -4.6% | +6.2% | +2.2% |
| 30D | +3.3% | -6.8% | +10.1% | +4.2% |
| 3M | -11.5% | +2.6% | -14.1% | -12.1% |
| 6M | +6.2% | -5.4% | +11.6% | +6.1% |
| YTD | +14.3% | -46.0% | +60.3% | +24.3% |
| 1Y | +26.7% | -45.6% | +72.4% | +37.5% |
| All | +190.3% | +44.6% | +145.7% | +147.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling