+1,914.6%
CLS vs PEGA
+97.3%
+1,817.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -5.8% |
| 7D | +16.3% | +0.1% | +16.2% | +16.1% |
| 30D | -25.7% | -4.1% | -21.5% | -25.2% |
| 3M | -30.9% | -2.8% | -28.0% | -31.3% |
| 6M | -35.5% | -0.4% | -35.0% | -37.7% |
| YTD | -18.7% | -45.4% | +26.7% | -5.3% |
| 1Y | -17.9% | -42.6% | +24.7% | -6.0% |
| 3Y | +838.1% | +45.4% | +792.7% | +647.6% |
| 5Y | +1,971.9% | -44.6% | +2,016.5% | +2,116.1% |
| All | +1,914.6% | +97.3% | +1,817.3% | +1,420.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling