+46.0%
CGNX vs PEGA
+52.0%
-6.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.7% |
| 7D | +1.5% | -5.3% | +6.8% | +2.7% |
| 30D | -1.8% | +8.3% | -10.1% | -3.9% |
| 3M | +5.3% | +8.9% | -3.7% | +1.8% |
| 6M | +22.3% | -19.7% | +42.0% | +27.9% |
| YTD | +72.2% | -39.9% | +112.1% | +91.7% |
| 1Y | +39.8% | -36.4% | +76.2% | +52.4% |
| All | +46.0% | +52.0% | -6.1% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling