+71.0%
CME vs PEGA
-45.3%
+116.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.0% | -0.4% |
| 7D | +0.9% | -4.5% | +5.4% | +1.0% |
| 30D | +13.2% | -5.7% | +18.9% | +13.3% |
| 3M | +16.3% | +2.6% | +13.7% | +16.2% |
| 6M | +7.1% | -10.6% | +17.7% | +7.3% |
| YTD | +15.8% | -45.5% | +61.3% | +17.3% |
| 1Y | +17.1% | -44.8% | +61.9% | +18.5% |
| 3Y | +63.2% | +45.5% | +17.6% | +56.3% |
| All | +71.0% | -45.3% | +116.3% | +81.1% |
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 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