+1,751.5%
CLS vs PEGA
+99.2%
+1,652.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -3.9% | +11.8% | +9.1% |
| 7D | -10.6% | -10.0% | -0.6% | -7.6% |
| 30D | -38.4% | -12.7% | -25.8% | -36.1% |
| 3M | -29.9% | -4.6% | -25.3% | -30.1% |
| 6M | -40.6% | -13.1% | -27.6% | -40.0% |
| YTD | -24.6% | -47.6% | +23.0% | -11.0% |
| 1Y | -30.8% | -47.0% | +16.2% | -18.4% |
| 3Y | +811.7% | +42.0% | +769.7% | +632.6% |
| 5Y | +1,838.4% | -47.8% | +1,886.3% | +2,017.7% |
| 10Y | +1,751.5% | +92.0% | +1,659.5% | +1,346.0% |
| All | +1,751.5% | +99.2% | +1,652.3% | +1,346.0% |
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 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