+110.1%
CIEN vs PEGA
+280.0%
-169.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | -9.3% | -8.2% | -1.1% | -7.7% |
| 30D | -39.5% | -11.6% | -27.9% | -38.1% |
| 3M | -29.8% | -4.2% | -25.7% | -30.0% |
| 6M | -50.4% | -12.0% | -38.4% | -50.3% |
| YTD | +16.3% | -46.9% | +63.2% | +28.0% |
| 1Y | +30.4% | -47.0% | +77.3% | +43.7% |
| 3Y | +516.6% | +40.9% | +475.7% | +427.6% |
| 5Y | +349.8% | -45.4% | +395.1% | +351.5% |
| 10Y | +1,184.7% | +95.9% | +1,088.8% | +868.1% |
| All | +110.1% | +280.0% | -169.9% | -13.9% |
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 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