-34.0%
CLF vs PEGA
+43.4%
-77.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +2.1% |
| 7D | -19.6% | -4.5% | -15.1% | -19.2% |
| 30D | -5.0% | -5.7% | +0.7% | -4.6% |
| 3M | -6.3% | +2.6% | -8.9% | -6.9% |
| 6M | +2.8% | -10.6% | +13.4% | +3.4% |
| YTD | -13.7% | -45.5% | +31.8% | -7.2% |
| 1Y | +13.6% | -44.8% | +58.4% | +21.7% |
| 3Y | -34.0% | +45.5% | -79.5% | -44.2% |
| All | -34.0% | +43.4% | -77.4% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling