+84.9%
CL vs PEGA
+92.7%
-7.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +2.6% | -8.2% | +10.8% | +3.1% |
| 30D | +11.8% | -11.6% | +23.3% | +12.5% |
| 3M | +5.9% | -4.2% | +10.1% | +6.0% |
| 6M | +13.3% | -12.0% | +25.3% | +13.7% |
| YTD | +27.1% | -46.9% | +74.0% | +30.9% |
| 1Y | +28.0% | -47.0% | +75.0% | +31.8% |
| 3Y | +39.4% | +40.9% | -1.5% | +30.2% |
| 5Y | +40.8% | -45.4% | +86.1% | +43.9% |
| 10Y | +84.9% | +95.9% | -11.0% | +62.4% |
| All | +84.9% | +92.7% | -7.8% | +62.4% |
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