+350.2%
CG vs PEGA
+303.0%
+47.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.5% |
| 6M | -9.2% | -20.3% | +11.0% | -4.3% |
| YTD | -18.9% | -37.1% | +18.3% | -8.6% |
| 1Y | -25.6% | -30.2% | +4.6% | -19.5% |
| 3Y | +57.3% | +48.1% | +9.2% | +26.8% |
| 5Y | +10.2% | -46.8% | +57.0% | +16.0% |
| 10Y | +364.2% | +191.3% | +172.9% | +229.2% |
| All | +350.2% | +303.0% | +47.1% | +189.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling