+284.2%
CLF vs PEGA
+1,035.4%
-751.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +2.2% |
| 7D | -19.6% | -4.5% | -15.1% | -19.0% |
| 30D | -5.0% | -5.7% | +0.7% | -4.4% |
| 3M | -6.3% | +2.6% | -8.9% | -7.0% |
| 6M | +2.8% | -10.6% | +13.4% | +3.2% |
| YTD | -13.7% | -45.5% | +31.8% | -7.9% |
| 1Y | +13.6% | -44.8% | +58.4% | +20.9% |
| 3Y | -34.0% | +45.5% | -79.5% | -41.0% |
| 5Y | -48.7% | -45.3% | -3.4% | -48.6% |
| 10Y | +113.4% | +102.4% | +11.1% | +81.3% |
| All | +284.2% | +1,035.4% | -751.2% | +146.7% |
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