+3.7%
CHD vs PEGA
-38.4%
+42.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.4% |
| 7D | -4.2% | -6.1% | +2.0% | -4.1% |
| 30D | -7.6% | +6.4% | -14.0% | -7.6% |
| 3M | -1.6% | +2.9% | -4.5% | -2.1% |
| 6M | -6.3% | -23.8% | +17.5% | -7.5% |
| YTD | +14.6% | -41.1% | +55.7% | +13.7% |
| All | +3.7% | -38.4% | +42.0% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling