+79.1%
CME vs PEGA
-46.5%
+125.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -1.6% | +3.3% | -4.9% | -1.6% |
| 30D | +6.2% | +17.7% | -11.5% | +5.9% |
| 3M | +10.4% | +5.8% | +4.6% | +10.2% |
| 6M | -9.5% | -20.3% | +10.7% | -9.1% |
| YTD | +6.0% | -37.1% | +43.2% | +7.1% |
| 1Y | +9.3% | -30.2% | +39.5% | +10.0% |
| 3Y | +57.7% | +48.1% | +9.6% | +51.6% |
| All | +79.1% | -46.5% | +125.6% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling