+566.8%
CIEN vs PEGA
+55.9%
+510.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -15.2% | +3.3% | -18.5% | -15.7% |
| 30D | -21.5% | +17.7% | -39.2% | -24.0% |
| 3M | -40.1% | +5.8% | -45.9% | -41.0% |
| 6M | -6.6% | -20.3% | +13.7% | -2.6% |
| YTD | +37.3% | -37.1% | +74.4% | +51.4% |
| 1Y | +174.5% | -30.2% | +204.7% | +192.1% |
| All | +566.8% | +55.9% | +510.9% | +462.9% |
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