-5.6%
CMG vs PEGA
-45.0%
+39.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.4% |
| 7D | -0.6% | -4.6% | +3.9% | +0.2% |
| 30D | +15.9% | -6.8% | +22.7% | +17.2% |
| 3M | +7.8% | +2.6% | +5.2% | +6.9% |
| 6M | +7.7% | -5.4% | +13.0% | +7.6% |
| YTD | -4.9% | -46.0% | +41.1% | +4.7% |
| 1Y | +12.3% | -45.6% | +57.9% | +23.3% |
| 3Y | -17.1% | +43.2% | -60.2% | -30.8% |
| 5Y | -5.6% | -45.3% | +39.7% | +5.1% |
| All | -5.6% | -45.0% | +39.4% | +5.1% |
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 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