+325.9%
CMG vs PEGA
+97.3%
+228.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | +2.5% | +0.1% | +2.4% | +2.3% |
| 30D | +15.6% | -4.1% | +19.7% | +16.5% |
| 3M | +8.2% | -2.8% | +11.0% | +8.5% |
| 6M | +9.9% | -0.4% | +10.3% | +8.2% |
| YTD | -4.6% | -45.4% | +40.7% | +8.3% |
| 1Y | +12.4% | -42.6% | +55.0% | +25.8% |
| 3Y | -18.0% | +45.4% | -63.4% | -36.5% |
| 5Y | -5.3% | -44.6% | +39.3% | -0.4% |
| All | +325.9% | +97.3% | +228.6% | +217.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling