+142.8%
CI vs PEGA
+97.3%
+45.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +2.6% | -4.1% | +6.7% | +3.1% |
| 3M | +7.4% | -2.8% | +10.3% | +7.6% |
| 6M | -0.1% | -0.4% | +0.3% | -0.8% |
| YTD | +9.7% | -45.4% | +55.1% | +17.1% |
| 1Y | +12.1% | -42.6% | +54.7% | +18.7% |
| 3Y | +7.0% | +45.4% | -38.4% | -8.8% |
| 5Y | +49.7% | -44.6% | +94.3% | +59.0% |
| All | +142.8% | +97.3% | +45.5% | +80.8% |
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