+76.3%
CL vs PEGA
+99.2%
-22.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.3% | +1.6% |
| 7D | +0.5% | -10.0% | +10.5% | +1.1% |
| 30D | +11.6% | -12.7% | +24.3% | +12.4% |
| 3M | +5.6% | -4.6% | +10.2% | +5.8% |
| 6M | +13.2% | -13.1% | +26.2% | +13.6% |
| YTD | +26.9% | -47.6% | +74.5% | +30.8% |
| 1Y | +27.3% | -47.0% | +74.4% | +31.1% |
| 3Y | +39.7% | +42.0% | -2.3% | +30.3% |
| 5Y | +41.3% | -47.8% | +89.2% | +45.3% |
| 10Y | +76.3% | +92.0% | -15.7% | +52.0% |
| All | +76.3% | +99.2% | -22.9% | +52.0% |
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