+506.7%
CIEN vs PEGA
-47.9%
+554.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.2% | +10.5% | +7.2% |
| 7D | -5.3% | -2.4% | -2.9% | -4.9% |
| 30D | -17.2% | +9.6% | -26.9% | -19.2% |
| 3M | -26.9% | +2.3% | -29.2% | -28.2% |
| 6M | +16.0% | -23.9% | +39.9% | +21.1% |
| YTD | +45.9% | -39.8% | +85.7% | +60.3% |
| 1Y | +186.8% | -37.4% | +224.2% | +210.5% |
| 3Y | +607.8% | +53.1% | +554.6% | +494.0% |
| 5Y | +506.7% | -47.2% | +554.0% | +533.4% |
| All | +506.7% | -47.9% | +554.7% | +533.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling