+4.6%
CHD vs PEGA
+48.1%
-43.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.1% | -2.1% |
| 7D | -2.9% | -2.4% | -0.5% | -2.9% |
| 30D | -6.2% | +9.6% | -15.8% | -6.1% |
| 3M | +1.6% | +2.3% | -0.8% | +1.5% |
| 6M | -3.5% | -23.9% | +20.4% | -4.3% |
| YTD | +16.2% | -39.8% | +56.0% | +14.9% |
| 1Y | +3.4% | -37.4% | +40.8% | +2.4% |
| 3Y | +4.6% | +53.1% | -48.5% | +4.9% |
| All | +4.6% | +48.1% | -43.4% | +4.9% |
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