+11.8%
CG vs PEGA
-46.5%
+58.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.3% |
| 7D | -4.3% | +3.3% | -7.6% | -5.3% |
| 30D | -5.1% | +17.7% | -22.8% | -9.9% |
| 3M | +8.7% | +5.8% | +2.9% | +5.6% |
| 6M | -9.2% | -20.3% | +11.0% | -4.1% |
| YTD | -18.9% | -37.1% | +18.3% | -8.4% |
| 1Y | -25.6% | -30.2% | +4.6% | -19.4% |
| 3Y | +57.3% | +48.1% | +9.2% | +26.4% |
| All | +11.8% | -46.5% | +58.2% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling