+282.1%
CME vs PEGA
+175.4%
+106.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.7% |
| 7D | -2.9% | -2.4% | -0.5% | -2.6% |
| 30D | +5.5% | +9.6% | -4.1% | +4.4% |
| 3M | +11.0% | +2.3% | +8.6% | +10.2% |
| 6M | -9.7% | -23.9% | +14.2% | -7.6% |
| YTD | +4.9% | -39.8% | +44.6% | +9.7% |
| 1Y | +10.1% | -37.4% | +47.5% | +14.2% |
| 3Y | +53.5% | +53.1% | +0.4% | +33.8% |
| 5Y | +77.2% | -47.2% | +124.4% | +91.4% |
| 10Y | +282.1% | +174.3% | +107.8% | +172.8% |
| All | +282.1% | +175.4% | +106.8% | +172.8% |
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