+48.9%
CIEN vs PEGA
-44.4%
+93.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | 0.0% | -9.3% | -9.3% |
| 7D | -25.0% | -2.9% | -22.2% | -25.3% |
| 30D | -30.1% | -0.5% | -29.6% | -30.1% |
| 3M | -33.8% | +8.5% | -42.3% | -33.3% |
| 6M | -49.4% | -6.3% | -43.2% | -48.1% |
| YTD | +16.4% | -42.2% | +58.6% | +41.3% |
| 1Y | +48.9% | -43.4% | +92.3% | +87.4% |
| All | +48.9% | -44.4% | +93.3% | +87.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling