+28.8%
CLF vs PEGA
-47.0%
+75.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.1% |
| 7D | +2.3% | -8.6% | +11.0% | +1.6% |
| 30D | +1.9% | -10.1% | +12.0% | +1.1% |
| 3M | +5.9% | -4.7% | +10.6% | +5.6% |
| 6M | +16.9% | -8.0% | +24.9% | +16.7% |
| YTD | -1.1% | -47.1% | +46.1% | -6.2% |
| 1Y | +28.8% | -47.5% | +76.3% | +23.1% |
| All | +28.8% | -47.0% | +75.9% | +23.1% |
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 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