+139.8%
CIFR vs PEGA
-35.6%
+175.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.2% | +8.5% | +4.1% |
| 7D | +26.7% | -2.4% | +29.1% | +26.5% |
| 30D | +7.7% | +9.6% | -1.9% | +8.6% |
| 3M | -23.8% | +2.3% | -26.1% | -20.8% |
| 6M | +35.9% | -23.9% | +59.8% | +52.1% |
| YTD | +25.4% | -39.8% | +65.2% | +37.7% |
| 1Y | +139.8% | -37.4% | +177.2% | +171.2% |
| All | +139.8% | -35.6% | +175.3% | +171.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling