+20.2%
CLF vs PEGA
-44.4%
+64.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | 0.0% | -9.2% | -9.2% |
| 7D | -7.9% | -2.9% | -5.0% | -8.1% |
| 30D | +5.2% | -0.5% | +5.7% | +5.2% |
| 3M | +4.3% | +8.5% | -4.2% | +5.2% |
| 6M | +25.3% | -6.3% | +31.5% | +25.2% |
| YTD | -3.3% | -42.2% | +38.9% | -7.1% |
| 1Y | +20.2% | -43.4% | +63.7% | +21.4% |
| All | +20.2% | -44.4% | +64.7% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling