-60.8%
CLSK vs PEGA
+113.0%
-173.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +6.2% |
| 7D | +7.7% | -3.0% | +10.7% | +8.9% |
| 30D | +12.2% | +15.9% | -3.7% | +5.1% |
| 3M | -15.5% | +10.8% | -26.3% | -21.8% |
| 6M | +39.3% | -16.5% | +55.9% | +44.7% |
| YTD | +35.1% | -39.0% | +74.1% | +58.5% |
| 1Y | +34.0% | -37.3% | +71.3% | +53.3% |
| 3Y | +226.3% | +59.2% | +167.1% | +125.1% |
| 5Y | +6.4% | -44.9% | +51.3% | -1.8% |
| All | -60.8% | +113.0% | -173.9% | -58.4% |
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 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