+320.1%
CG vs PEGA
+99.2%
+221.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.9% | +10.5% | +8.0% |
| 7D | +3.0% | -10.0% | +13.0% | +6.9% |
| 30D | +10.1% | -12.7% | +22.8% | +15.3% |
| 3M | -10.8% | -4.6% | -6.2% | -9.9% |
| 6M | -15.2% | -13.1% | -2.1% | -12.7% |
| YTD | -26.9% | -47.6% | +20.7% | -10.8% |
| 1Y | -17.0% | -47.0% | +30.0% | +0.7% |
| 3Y | +54.6% | +42.0% | +12.6% | +18.3% |
| 5Y | -16.7% | -47.8% | +31.1% | -7.8% |
| 10Y | +320.1% | +92.0% | +228.1% | +189.6% |
| All | +320.1% | +99.2% | +221.0% | +189.6% |
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