+305.9%
CG vs PEGA
+92.7%
+213.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.9% |
| 7D | +2.0% | -8.2% | +10.2% | +5.0% |
| 30D | +8.5% | -11.6% | +20.1% | +13.1% |
| 3M | -12.1% | -4.2% | -8.0% | -11.3% |
| 6M | -16.4% | -12.0% | -4.5% | -14.4% |
| YTD | -28.0% | -46.9% | +18.9% | -12.5% |
| 1Y | -18.9% | -47.0% | +28.1% | -1.5% |
| 3Y | +51.2% | +40.9% | +10.4% | +16.1% |
| 5Y | -15.9% | -45.4% | +29.5% | -8.7% |
| 10Y | +305.9% | +95.9% | +210.0% | +175.6% |
| All | +305.9% | +92.7% | +213.2% | +175.6% |
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