+2,944.0%
CLS vs PEGA
+175.4%
+2,768.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.2% | +9.8% | +7.0% |
| 7D | +12.8% | -2.4% | +15.2% | +13.5% |
| 30D | +3.8% | +9.6% | -5.8% | +0.2% |
| 3M | -14.6% | +2.3% | -17.0% | -17.1% |
| 6M | +32.2% | -23.9% | +56.1% | +40.8% |
| YTD | +11.6% | -39.8% | +51.4% | +27.2% |
| 1Y | +35.1% | -37.4% | +72.5% | +51.2% |
| 3Y | +1,312.5% | +53.1% | +1,259.4% | +1,027.3% |
| 5Y | +3,542.1% | -47.2% | +3,589.3% | +3,941.7% |
| 10Y | +2,944.0% | +174.3% | +2,769.7% | +2,259.9% |
| All | +2,944.0% | +175.4% | +2,768.6% | +2,259.9% |
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