+9,475.5%
CHD vs PEGA
+1,037.5%
+8,438.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.4% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | +10.4% | -4.1% | +14.5% | +10.5% |
| 3M | +12.2% | -2.8% | +15.0% | +12.2% |
| 6M | +19.9% | -0.4% | +20.4% | +19.7% |
| YTD | +36.4% | -45.4% | +81.8% | +38.5% |
| 1Y | +35.1% | -42.6% | +77.8% | +37.0% |
| 3Y | +29.2% | +45.4% | -16.2% | +25.7% |
| 5Y | +33.4% | -44.6% | +78.0% | +32.8% |
| 10Y | +195.0% | +91.2% | +103.9% | +180.8% |
| All | +9,475.5% | +1,037.5% | +8,438.0% | +8,002.4% |
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