+7,418.1%
CME vs PEGA
+2,267.6%
+5,150.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.0% | +0.1% |
| 7D | +0.9% | -4.5% | +5.4% | +1.7% |
| 30D | +13.2% | -5.7% | +18.9% | +14.2% |
| 3M | +16.3% | +2.7% | +13.6% | +15.4% |
| 6M | +7.1% | -10.5% | +17.7% | +7.9% |
| YTD | +15.8% | -45.4% | +61.3% | +25.7% |
| 1Y | +17.1% | -44.7% | +61.8% | +26.5% |
| 3Y | +63.2% | +45.7% | +17.5% | +38.0% |
| 5Y | +70.2% | -45.3% | +115.5% | +67.1% |
| 10Y | +337.0% | +102.6% | +234.4% | +211.2% |
| All | +7,418.1% | +2,267.6% | +5,150.5% | +2,822.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling