+319.0%
CLF vs PEGA
+1,209.2%
-890.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.7% | +1.9% |
| 7D | +7.6% | +3.3% | +4.3% | +7.1% |
| 30D | -1.2% | +17.7% | -18.9% | -3.7% |
| 3M | -13.4% | +5.8% | -19.2% | -14.7% |
| 6M | +15.4% | -20.3% | +35.7% | +18.1% |
| YTD | -5.9% | -37.1% | +31.3% | -1.3% |
| 1Y | +18.8% | -30.2% | +49.0% | +22.2% |
| 3Y | -19.4% | +48.1% | -67.5% | -28.0% |
| 5Y | -47.7% | -46.8% | -0.9% | -47.3% |
| 10Y | +130.4% | +191.3% | -60.9% | +87.1% |
| All | +319.0% | +1,209.2% | -890.2% | +164.3% |
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