+63.2%
CME vs PEGA
+43.4%
+19.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.0% | -0.5% |
| 7D | +0.9% | -4.5% | +5.4% | +0.9% |
| 30D | +13.2% | -5.7% | +18.9% | +13.1% |
| 3M | +16.3% | +2.6% | +13.7% | +16.5% |
| 6M | +7.1% | -10.6% | +17.7% | +7.1% |
| YTD | +15.8% | -45.5% | +61.3% | +14.5% |
| 1Y | +17.1% | -44.8% | +61.9% | +15.9% |
| 3Y | +63.2% | +45.5% | +17.6% | +70.1% |
| All | +63.2% | +43.4% | +19.7% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling