+330.5%
CFG vs PEGA
+226.6%
+103.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -0.8% | -8.6% | +7.9% | +1.6% |
| 30D | +3.1% | -10.1% | +13.2% | +5.9% |
| 3M | -9.7% | -4.7% | -5.0% | -9.2% |
| 6M | +6.7% | -8.0% | +14.7% | +7.0% |
| YTD | +15.2% | -47.1% | +62.3% | +32.6% |
| 1Y | +28.8% | -47.5% | +76.2% | +48.3% |
| 3Y | +190.1% | +40.2% | +149.8% | +126.6% |
| 5Y | +63.4% | -45.7% | +109.1% | +68.8% |
| 10Y | +219.8% | +85.1% | +134.7% | +103.3% |
| All | +330.5% | +226.6% | +103.9% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling