+158.7%
CI vs PEGA
+101.4%
+57.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | -2.2% |
| 7D | -1.6% | -4.5% | +3.0% | -1.0% |
| 30D | +5.4% | -5.7% | +11.1% | +6.2% |
| 3M | +7.3% | +2.6% | +4.7% | +6.7% |
| 6M | +5.3% | -10.6% | +15.9% | +6.0% |
| YTD | +8.5% | -45.5% | +54.0% | +15.8% |
| 1Y | +17.1% | -44.8% | +61.9% | +24.7% |
| 3Y | +1.4% | +45.5% | -44.1% | -13.6% |
| 5Y | +50.5% | -45.3% | +95.8% | +60.4% |
| All | +158.7% | +101.4% | +57.3% | +94.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling