+341.4%
CG vs PEGA
+175.4%
+166.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -0.7% |
| 7D | -1.3% | -2.4% | +1.1% | -0.4% |
| 30D | -3.2% | +9.6% | -12.8% | -6.4% |
| 3M | +6.2% | +2.3% | +3.9% | +3.8% |
| 6M | -4.7% | -23.9% | +19.2% | +3.0% |
| YTD | -20.6% | -39.8% | +19.1% | -7.6% |
| 1Y | -26.4% | -37.4% | +11.0% | -16.1% |
| 3Y | +55.4% | +53.1% | +2.2% | +17.0% |
| 5Y | +9.8% | -47.2% | +57.1% | +22.4% |
| 10Y | +341.4% | +174.3% | +167.0% | +177.6% |
| All | +341.4% | +175.4% | +166.0% | +177.6% |
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 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