-18.9%
CG vs PEGA
-46.9%
+28.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.8% |
| 7D | +2.0% | -8.2% | +10.2% | +4.4% |
| 30D | +8.5% | -11.6% | +20.1% | +12.2% |
| 3M | -12.1% | -4.2% | -8.0% | -11.5% |
| 6M | -16.4% | -12.0% | -4.5% | -13.8% |
| YTD | -28.0% | -46.9% | +18.9% | -14.4% |
| 1Y | -18.9% | -47.0% | +28.1% | -3.4% |
| All | -18.9% | -46.9% | +28.0% | -3.4% |
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