+321.2%
CMG vs PEGA
+180.6%
+140.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.2% |
| 7D | -3.8% | -5.3% | +1.5% | -2.5% |
| 30D | +12.9% | +8.3% | +4.6% | +10.4% |
| 3M | +18.8% | +8.9% | +9.8% | +15.0% |
| 6M | +4.1% | -19.7% | +23.8% | +8.3% |
| YTD | -2.4% | -39.9% | +37.5% | +8.5% |
| 1Y | -6.7% | -36.4% | +29.7% | +1.2% |
| 3Y | -7.1% | +52.8% | -59.9% | -28.5% |
| 5Y | -5.0% | -45.7% | +40.7% | +1.8% |
| All | +321.2% | +180.6% | +140.6% | +190.8% |
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