-22.3%
CLF vs PEGA
+44.0%
-66.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.8% |
| 7D | -9.1% | -8.2% | -0.8% | -8.2% |
| 30D | -0.9% | -11.6% | +10.6% | +0.2% |
| 3M | +3.0% | -4.2% | +7.1% | +3.0% |
| 6M | +16.7% | -12.0% | +28.7% | +17.5% |
| YTD | -3.2% | -46.9% | +43.7% | +4.4% |
| 1Y | +24.6% | -47.0% | +71.6% | +34.2% |
| 3Y | -22.3% | +40.9% | -63.2% | -33.9% |
| All | -22.3% | +44.0% | -66.3% | -33.9% |
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