+34.0%
CLSK vs PEGA
-36.0%
+70.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +6.7% |
| 7D | +7.7% | -3.0% | +10.7% | +8.0% |
| 30D | +12.2% | +15.9% | -3.7% | +10.5% |
| 3M | -15.5% | +10.8% | -26.3% | -16.3% |
| 6M | +39.3% | -16.5% | +55.9% | +49.4% |
| YTD | +35.1% | -39.0% | +74.1% | +44.7% |
| 1Y | +34.0% | -37.3% | +71.3% | +54.7% |
| All | +34.0% | -36.0% | +70.1% | +54.7% |
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