+43.1%
CLBK vs PEGA
-47.9%
+91.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.1% |
| 7D | +1.1% | -2.4% | +3.5% | +1.4% |
| 30D | +7.8% | +9.6% | -1.9% | +6.5% |
| 3M | +23.9% | +2.3% | +21.5% | +23.0% |
| 6M | +42.3% | -23.9% | +66.2% | +45.9% |
| YTD | +65.4% | -39.8% | +105.2% | +73.5% |
| 1Y | +70.3% | -37.4% | +107.7% | +77.4% |
| 3Y | +54.5% | +53.1% | +1.3% | +41.0% |
| 5Y | +43.1% | -47.2% | +90.3% | +47.8% |
| All | +43.1% | -47.9% | +91.1% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling