-61.4%
CLSK vs PEGA
+110.4%
-171.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.2% | +10.4% | +7.9% |
| 7D | +21.9% | -2.4% | +24.3% | +22.9% |
| 30D | +9.6% | +9.6% | 0.0% | +4.7% |
| 3M | -18.4% | +2.3% | -20.7% | -21.8% |
| 6M | +46.4% | -23.9% | +70.3% | +58.0% |
| YTD | +33.2% | -39.8% | +73.0% | +57.1% |
| 1Y | +47.0% | -37.4% | +84.4% | +68.1% |
| 3Y | +206.4% | +53.1% | +153.2% | +115.2% |
| 5Y | +5.4% | -47.2% | +52.6% | -1.7% |
| All | -61.4% | +110.4% | -171.8% | -58.7% |
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 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