+299.5%
CME vs PEGA
+99.2%
+200.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | 0.0% |
| 7D | -0.6% | -10.0% | +9.4% | +0.5% |
| 30D | +8.5% | -12.7% | +21.2% | +10.0% |
| 3M | +16.0% | -4.6% | +20.6% | +16.4% |
| 6M | +9.3% | -13.1% | +22.4% | +10.2% |
| YTD | +15.3% | -47.6% | +62.9% | +22.2% |
| 1Y | +14.4% | -47.0% | +61.4% | +21.0% |
| 3Y | +59.9% | +42.0% | +17.9% | +39.9% |
| 5Y | +69.4% | -47.8% | +117.3% | +79.8% |
| 10Y | +299.5% | +92.0% | +207.5% | +229.6% |
| All | +299.5% | +99.2% | +200.3% | +229.6% |
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