+1,460.5%
CIEN vs PEGA
+170.9%
+1,289.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.4% |
| 7D | -4.6% | -6.1% | +1.6% | -3.0% |
| 30D | -12.8% | +6.4% | -19.2% | -14.9% |
| 3M | -23.1% | +2.9% | -26.0% | -25.3% |
| 6M | +6.1% | -23.8% | +29.9% | +11.3% |
| YTD | +44.5% | -41.1% | +85.6% | +62.2% |
| 1Y | +176.6% | -38.2% | +214.8% | +204.0% |
| 3Y | +601.0% | +49.8% | +551.1% | +444.8% |
| 5Y | +509.1% | -48.0% | +557.1% | +561.4% |
| 10Y | +1,460.5% | +173.1% | +1,287.3% | +794.6% |
| All | +1,460.5% | +170.9% | +1,289.6% | +794.6% |
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