+63.1%
CLBK vs PEGA
+3.1%
+60.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +2.2% | -8.6% | +10.8% | +3.5% |
| 30D | +5.0% | -10.1% | +15.1% | +6.5% |
| 3M | +3.3% | -4.7% | +8.0% | +3.6% |
| 6M | +29.6% | -8.0% | +37.6% | +30.0% |
| YTD | +62.1% | -47.1% | +109.3% | +75.9% |
| 1Y | +64.3% | -47.5% | +111.8% | +78.2% |
| 3Y | +55.6% | +40.2% | +15.4% | +37.1% |
| 5Y | +29.3% | -45.7% | +75.0% | +35.1% |
| All | +63.1% | +3.1% | +60.0% | +28.0% |
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