+10.9%
CMG vs PEGA
-44.4%
+55.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +22.5% | -2.9% | +25.4% | +22.9% |
| 30D | +14.1% | -0.5% | +14.6% | +14.1% |
| 3M | +4.1% | +8.5% | -4.4% | +3.2% |
| 6M | +10.1% | -6.3% | +16.3% | +10.1% |
| YTD | -4.9% | -42.2% | +37.3% | -1.9% |
| 1Y | +10.9% | -43.4% | +54.3% | +17.1% |
| All | +10.9% | -44.4% | +55.3% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling