+9,341.8%
CHD vs PEGA
+1,023.8%
+8,318.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.3% | -0.3% |
| 7D | +0.4% | -4.6% | +4.9% | +0.5% |
| 30D | +11.6% | -6.8% | +18.4% | +11.8% |
| 3M | +10.7% | +2.6% | +8.1% | +10.5% |
| 6M | +20.2% | -5.4% | +25.6% | +20.2% |
| YTD | +34.5% | -46.0% | +80.6% | +36.6% |
| 1Y | +32.6% | -45.6% | +78.2% | +34.6% |
| 3Y | +29.1% | +43.2% | -14.1% | +25.7% |
| 5Y | +31.5% | -45.3% | +76.8% | +31.0% |
| 10Y | +190.9% | +88.9% | +102.0% | +177.0% |
| All | +9,341.8% | +1,023.8% | +8,318.0% | +7,892.3% |
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 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