+340.5%
CLF vs PEGA
+1,001.0%
-660.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | +2.3% | -8.6% | +11.0% | +3.7% |
| 30D | +1.9% | -10.1% | +12.0% | +3.3% |
| 3M | +5.9% | -4.7% | +10.6% | +6.2% |
| 6M | +16.9% | -8.0% | +24.9% | +16.9% |
| YTD | -1.1% | -47.1% | +46.1% | +6.0% |
| 1Y | +28.8% | -47.5% | +76.3% | +38.0% |
| 3Y | -20.6% | +40.2% | -60.9% | -28.7% |
| 5Y | -41.5% | -45.7% | +4.2% | -41.4% |
| 10Y | +87.5% | +85.1% | +2.5% | +61.0% |
| All | +340.5% | +1,001.0% | -660.5% | +184.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling