-5.7%
CMG vs PEGA
-48.2%
+42.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.4% | -2.1% |
| 7D | -6.5% | -6.1% | -0.3% | -5.4% |
| 30D | +12.1% | +6.4% | +5.7% | +10.6% |
| 3M | +20.6% | +2.9% | +17.7% | +19.0% |
| 6M | +2.1% | -23.8% | +25.9% | +6.3% |
| YTD | -2.6% | -41.1% | +38.4% | +5.7% |
| 1Y | -8.7% | -38.2% | +29.5% | -2.4% |
| 3Y | -7.4% | +49.8% | -57.2% | -23.3% |
| 5Y | -5.7% | -48.0% | +42.4% | +8.9% |
| All | -5.7% | -48.2% | +42.5% | +8.9% |
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