+1,523.8%
CL vs PEGA
+1,209.2%
+314.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -2.2% | +3.3% | -5.5% | -2.3% |
| 30D | -4.8% | +17.7% | -22.6% | -5.5% |
| 3M | +4.9% | +5.8% | -0.9% | +4.5% |
| 6M | -5.7% | -20.3% | +14.5% | -5.1% |
| YTD | +14.4% | -37.1% | +51.5% | +16.0% |
| 1Y | +8.7% | -30.2% | +38.9% | +9.7% |
| 3Y | +30.0% | +48.1% | -18.1% | +25.7% |
| 5Y | +28.4% | -46.8% | +75.2% | +28.1% |
| 10Y | +50.1% | +191.3% | -141.2% | +38.8% |
| All | +1,523.8% | +1,209.2% | +314.6% | +1,229.4% |
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 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