-28.2%
CIFR vs PEGA
-50.9%
+22.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.4% | +9.3% | +9.1% |
| 7D | +9.4% | -8.6% | +18.0% | +14.2% |
| 30D | -45.3% | -10.1% | -35.2% | -42.7% |
| 3M | -58.7% | -4.7% | -53.9% | -59.0% |
| 6M | -64.9% | -8.0% | -57.0% | -66.5% |
| YTD | -51.8% | -47.1% | -4.7% | -37.6% |
| 1Y | -61.9% | -47.5% | -14.5% | -50.4% |
| 3Y | +138.6% | +40.2% | +98.3% | +39.7% |
| 5Y | -13.0% | -45.7% | +32.8% | -14.1% |
| All | -28.2% | -50.9% | +22.7% | -29.1% |
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