-26.4%
CG vs PEGA
-35.6%
+9.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -1.1% |
| 7D | -1.3% | -2.4% | +1.1% | -0.6% |
| 30D | -3.2% | +9.6% | -12.8% | -5.6% |
| 3M | +6.2% | +2.3% | +3.9% | +5.2% |
| 6M | -4.7% | -23.9% | +19.2% | +3.2% |
| YTD | -20.6% | -39.8% | +19.1% | -11.5% |
| 1Y | -26.4% | -37.4% | +11.0% | -19.4% |
| All | -26.4% | -35.6% | +9.2% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling