+1.4%
CI vs PEGA
+43.4%
-42.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | -2.6% |
| 7D | -1.6% | -4.5% | +3.0% | -1.5% |
| 30D | +5.4% | -5.7% | +11.1% | +5.4% |
| 3M | +7.3% | +2.6% | +4.7% | +7.4% |
| 6M | +5.3% | -10.6% | +15.9% | +5.3% |
| YTD | +8.5% | -45.5% | +54.0% | +8.5% |
| 1Y | +17.1% | -44.8% | +61.9% | +17.1% |
| 3Y | +1.4% | +45.5% | -44.1% | -4.1% |
| All | +1.4% | +43.4% | -42.0% | -4.1% |
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