+3,231.7%
CLS vs PEGA
+503.3%
+2,728.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | +4.6% | +3.3% | +1.3% | +4.0% |
| 30D | -13.9% | +17.7% | -31.6% | -16.6% |
| 3M | -26.6% | +5.8% | -32.4% | -28.1% |
| 6M | +15.4% | -20.3% | +35.7% | +18.4% |
| YTD | +5.7% | -37.1% | +42.8% | +12.3% |
| 1Y | +41.1% | -30.2% | +71.3% | +47.1% |
| 3Y | +1,228.6% | +48.1% | +1,180.5% | +1,099.1% |
| 5Y | +3,240.6% | -46.8% | +3,287.4% | +3,349.0% |
| 10Y | +2,760.3% | +191.3% | +2,569.0% | +2,156.2% |
| All | +3,231.7% | +503.3% | +2,728.4% | +1,699.9% |
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 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