+123.7%
CLF vs PEGA
+191.9%
-68.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.7% | +2.1% |
| 7D | +7.6% | +3.3% | +4.3% | +6.5% |
| 30D | -1.2% | +17.7% | -18.9% | -6.2% |
| 3M | -13.4% | +5.8% | -19.2% | -16.2% |
| 6M | +15.4% | -20.3% | +35.7% | +21.3% |
| YTD | -5.9% | -37.1% | +31.3% | +4.5% |
| 1Y | +18.8% | -30.2% | +49.0% | +25.8% |
| 3Y | -19.4% | +48.1% | -67.5% | -41.8% |
| 5Y | -47.7% | -46.8% | -0.9% | -42.0% |
| All | +123.7% | +191.9% | -68.1% | -12.0% |
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 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