+4,100.0%
CMG vs PEGA
+1,990.1%
+2,109.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.4% |
| 7D | -2.8% | +3.3% | -6.1% | -3.6% |
| 30D | +7.1% | +17.7% | -10.6% | +2.5% |
| 3M | +31.2% | +5.8% | +25.4% | +27.9% |
| 6M | +0.7% | -20.3% | +20.9% | +4.9% |
| YTD | -0.1% | -37.1% | +37.0% | +9.3% |
| 1Y | -10.7% | -30.2% | +19.5% | -5.8% |
| 3Y | -4.7% | +48.1% | -52.8% | -23.3% |
| 5Y | -3.8% | -46.8% | +43.0% | -2.1% |
| 10Y | +352.5% | +191.3% | +161.2% | +186.0% |
| All | +4,100.0% | +1,990.1% | +2,109.9% | +1,074.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling