+64.2%
CLBK vs PEGA
+15.0%
+49.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.0% |
| 7D | -1.5% | -6.1% | +4.7% | -0.5% |
| 30D | +6.7% | +6.4% | +0.3% | +5.5% |
| 3M | +21.2% | +2.9% | +18.2% | +19.9% |
| 6M | +42.0% | -23.8% | +65.8% | +46.7% |
| YTD | +63.3% | -41.1% | +104.3% | +74.7% |
| 1Y | +65.4% | -38.2% | +103.6% | +74.9% |
| 3Y | +52.5% | +49.8% | +2.6% | +33.3% |
| 5Y | +42.0% | -48.0% | +90.0% | +52.3% |
| All | +64.2% | +15.0% | +49.2% | +27.1% |
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