+280.5%
CG vs PEGA
+249.9%
+30.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.4% |
| 7D | -1.2% | -4.5% | +3.3% | +0.3% |
| 30D | +5.0% | -5.7% | +10.7% | +6.9% |
| 3M | -18.2% | +2.7% | -20.9% | -19.2% |
| 6M | -20.7% | -10.5% | -10.2% | -19.3% |
| YTD | -31.4% | -45.4% | +14.0% | -19.5% |
| 1Y | -22.3% | -44.7% | +22.5% | -9.1% |
| 3Y | +50.2% | +45.7% | +4.5% | +21.4% |
| 5Y | -22.1% | -45.3% | +23.2% | -18.8% |
| 10Y | +295.5% | +102.6% | +193.0% | +203.1% |
| All | +280.5% | +249.9% | +30.6% | +155.0% |
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