+39.8%
CLSK vs PEGA
-30.0%
+69.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.0% |
| 7D | +8.8% | +3.3% | +5.5% | +8.5% |
| 30D | -6.0% | +17.7% | -23.7% | -7.6% |
| 3M | -24.4% | +5.8% | -30.2% | -23.4% |
| 6M | +19.0% | -20.3% | +39.3% | +29.7% |
| YTD | +25.4% | -37.1% | +62.5% | +33.6% |
| 1Y | +39.8% | -30.2% | +70.0% | +52.4% |
| All | +39.8% | -30.0% | +69.8% | +52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling