+362.4%
CFG vs PEGA
+288.4%
+74.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | +1.5% | +3.3% | -1.8% | +0.6% |
| 30D | -3.8% | +17.7% | -21.6% | -8.3% |
| 3M | +11.5% | +5.8% | +5.7% | +8.4% |
| 6M | +19.2% | -20.3% | +39.4% | +24.4% |
| YTD | +23.7% | -37.1% | +60.8% | +36.5% |
| 1Y | +38.8% | -30.2% | +69.0% | +47.2% |
| 3Y | +178.9% | +48.1% | +130.8% | +117.1% |
| 5Y | +101.8% | -46.8% | +148.6% | +116.1% |
| 10Y | +317.3% | +191.3% | +125.9% | +132.2% |
| All | +362.4% | +288.4% | +74.0% | +141.6% |
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