+8,228.0%
CHD vs PEGA
+1,209.2%
+7,018.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | 0.0% |
| 7D | -2.7% | +3.3% | -6.0% | -2.8% |
| 30D | -4.6% | +17.7% | -22.4% | -5.1% |
| 3M | +5.0% | +5.8% | -0.8% | +4.7% |
| 6M | -3.2% | -20.3% | +17.0% | -2.7% |
| YTD | +18.6% | -37.1% | +55.8% | +20.0% |
| 1Y | +4.8% | -30.2% | +35.0% | +5.6% |
| 3Y | +6.1% | +48.1% | -42.0% | +3.3% |
| 5Y | +24.0% | -46.8% | +70.8% | +23.7% |
| 10Y | +124.5% | +191.3% | -66.9% | +110.9% |
| All | +8,228.0% | +1,209.2% | +7,018.8% | +6,917.9% |
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 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