+1,715.6%
CL vs PEGA
+1,076.4%
+639.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | 0.0% |
| 7D | +5.9% | -1.6% | +7.5% | +6.0% |
| 30D | +13.8% | -3.0% | +16.7% | +13.9% |
| 3M | +6.4% | +5.8% | +0.6% | +6.1% |
| 6M | +15.6% | -8.8% | +24.5% | +15.8% |
| YTD | +27.9% | -43.5% | +71.4% | +30.2% |
| 1Y | +31.4% | -43.4% | +74.8% | +33.7% |
| 3Y | +41.4% | +48.6% | -7.2% | +36.6% |
| 5Y | +42.8% | -43.3% | +86.1% | +42.0% |
| 10Y | +79.7% | +109.7% | -30.0% | +68.3% |
| All | +1,715.6% | +1,076.4% | +639.2% | +1,392.1% |
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 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