+146.7%
CI vs PEGA
+191.9%
-45.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.2% |
| 7D | +1.3% | +3.3% | -2.0% | +0.9% |
| 30D | +4.4% | +17.7% | -13.3% | +2.2% |
| 3M | +0.7% | +5.8% | -5.1% | -0.5% |
| 6M | +0.3% | -20.3% | +20.6% | +2.5% |
| YTD | +3.8% | -37.1% | +41.0% | +8.9% |
| 1Y | -5.5% | -30.2% | +24.7% | -2.8% |
| 3Y | +8.1% | +48.1% | -40.0% | -6.8% |
| 5Y | +42.8% | -46.8% | +89.6% | +57.4% |
| All | +146.7% | +191.9% | -45.2% | +81.3% |
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 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