-24.5%
CGNX vs PEGA
-45.0%
+20.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +3.7% |
| 7D | +3.2% | -3.0% | +6.2% | +4.0% |
| 30D | +6.0% | +15.9% | -9.9% | +1.3% |
| 3M | +3.5% | +10.8% | -7.3% | -1.1% |
| 6M | +26.3% | -16.5% | +42.8% | +30.5% |
| YTD | +79.2% | -39.0% | +118.3% | +101.1% |
| 1Y | +43.8% | -37.3% | +81.1% | +58.9% |
| 3Y | +52.0% | +59.2% | -7.2% | +17.9% |
| All | -24.5% | -45.0% | +20.5% | -11.0% |
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 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