-31.2%
CIFR vs PEGA
-51.3%
+20.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.9% | +8.0% | +6.0% |
| 7D | -0.7% | -10.0% | +9.2% | +4.4% |
| 30D | -49.6% | -12.7% | -37.0% | -46.3% |
| 3M | -60.4% | -4.6% | -55.8% | -60.7% |
| 6M | -66.9% | -13.1% | -53.8% | -67.2% |
| YTD | -53.9% | -47.6% | -6.3% | -40.0% |
| 1Y | -67.1% | -47.0% | -20.1% | -57.4% |
| 3Y | +118.3% | +42.0% | +76.3% | +26.2% |
| 5Y | -26.9% | -47.8% | +21.0% | -26.9% |
| All | -31.2% | -51.3% | +20.1% | -31.8% |
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