+300.3%
CME vs PEGA
+94.9%
+205.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.3% |
| 7D | +2.7% | -4.6% | +7.2% | +3.2% |
| 30D | +13.5% | -6.8% | +20.3% | +14.3% |
| 3M | +20.9% | +2.6% | +18.4% | +20.4% |
| 6M | +11.5% | -5.4% | +16.9% | +11.4% |
| YTD | +19.5% | -46.0% | +65.5% | +26.3% |
| 1Y | +17.2% | -45.6% | +62.8% | +23.7% |
| 3Y | +65.1% | +43.2% | +22.0% | +44.4% |
| 5Y | +73.1% | -45.3% | +118.4% | +82.4% |
| All | +300.3% | +94.9% | +205.3% | +204.1% |
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