+68.7%
CIFR vs PEGA
+43.6%
+25.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -3.5% | +21.4% | +19.0% |
| 7D | -10.2% | -4.5% | -5.7% | -9.1% |
| 30D | -55.0% | -5.7% | -49.4% | -54.4% |
| 3M | -64.1% | +2.7% | -66.7% | -65.1% |
| 6M | -70.1% | -10.5% | -59.6% | -70.2% |
| YTD | -55.7% | -45.4% | -10.2% | -45.8% |
| 1Y | -69.9% | -44.7% | -25.1% | -63.3% |
| 3Y | +68.7% | +45.7% | +23.0% | +24.3% |
| All | +68.7% | +43.6% | +25.1% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling