+79.2%
CIFR vs PEGA
-41.6%
+120.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.6% |
| 7D | +16.9% | +3.3% | +13.7% | +15.1% |
| 30D | -5.2% | +17.7% | -22.9% | -14.2% |
| 3M | -30.6% | +5.8% | -36.4% | -36.1% |
| 6M | +10.6% | -20.3% | +30.9% | +17.6% |
| YTD | +20.2% | -37.1% | +57.3% | +45.1% |
| 1Y | +139.7% | -30.2% | +169.9% | +163.5% |
| 3Y | +489.4% | +48.1% | +441.3% | +251.6% |
| 5Y | +54.4% | -46.8% | +101.2% | +46.2% |
| All | +79.2% | -41.6% | +120.8% | +64.8% |
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