+8.6%
CI vs PEGA
+41.6%
-33.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.6% |
| 7D | -1.3% | -8.6% | +7.3% | -1.3% |
| 30D | +6.4% | -10.1% | +16.5% | +6.4% |
| 3M | +10.7% | -4.7% | +15.4% | +10.8% |
| 6M | +5.5% | -8.0% | +13.4% | +5.5% |
| YTD | +11.4% | -47.1% | +58.5% | +11.4% |
| 1Y | +15.0% | -47.5% | +62.5% | +15.0% |
| All | +8.6% | +41.6% | -33.0% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling