+2,854.5%
CI vs PEGA
+1,209.2%
+1,645.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.2% |
| 7D | +1.3% | +3.3% | -2.0% | +1.1% |
| 30D | +4.4% | +17.7% | -13.3% | +3.2% |
| 3M | +0.7% | +5.8% | -5.1% | 0.0% |
| 6M | +0.3% | -20.3% | +20.6% | +1.4% |
| YTD | +3.8% | -37.1% | +41.0% | +6.4% |
| 1Y | -5.5% | -30.2% | +24.7% | -4.1% |
| 3Y | +8.1% | +48.1% | -40.0% | +1.8% |
| 5Y | +42.8% | -46.8% | +89.6% | +42.4% |
| 10Y | +143.9% | +191.3% | -47.4% | +115.8% |
| All | +2,854.5% | +1,209.2% | +1,645.3% | +2,009.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling