+87.9%
CIEN vs PEGA
+290.5%
-202.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.5% | +8.9% | +6.2% |
| 7D | -24.1% | -4.5% | -19.6% | -23.4% |
| 30D | -45.5% | -5.7% | -39.8% | -44.9% |
| 3M | -39.7% | +2.7% | -42.4% | -40.7% |
| 6M | -57.8% | -10.5% | -47.3% | -57.9% |
| YTD | +4.1% | -45.4% | +49.5% | +13.9% |
| 1Y | +20.8% | -44.7% | +65.5% | +32.1% |
| 3Y | +463.1% | +45.7% | +417.5% | +378.8% |
| 5Y | +302.3% | -45.3% | +347.6% | +304.1% |
| 10Y | +1,164.4% | +102.6% | +1,061.8% | +847.0% |
| All | +87.9% | +290.5% | -202.6% | -23.3% |
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