+73.4%
CL vs PEGA
+101.4%
-28.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -2.0% |
| 7D | +1.3% | -4.5% | +5.8% | +1.6% |
| 30D | +11.4% | -5.7% | +17.0% | +11.7% |
| 3M | +4.4% | +2.6% | +1.9% | +4.2% |
| 6M | +10.8% | -10.6% | +21.4% | +11.1% |
| YTD | +25.1% | -45.5% | +70.6% | +28.7% |
| 1Y | +28.0% | -44.8% | +72.7% | +31.4% |
| 3Y | +37.6% | +45.5% | -7.9% | +28.3% |
| 5Y | +39.7% | -45.3% | +85.0% | +43.1% |
| All | +73.4% | +101.4% | -28.1% | +52.1% |
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