+3,896.6%
CMG vs PEGA
+1,694.1%
+2,202.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.5% |
| 7D | -0.6% | -4.6% | +3.9% | +0.4% |
| 30D | +15.9% | -6.8% | +22.7% | +17.6% |
| 3M | +7.8% | +2.6% | +5.2% | +6.6% |
| 6M | +7.7% | -5.4% | +13.0% | +7.4% |
| YTD | -4.9% | -46.0% | +41.1% | +7.8% |
| 1Y | +12.3% | -45.6% | +57.9% | +26.8% |
| 3Y | -17.1% | +43.2% | -60.2% | -32.9% |
| 5Y | -5.6% | -45.3% | +39.7% | -5.4% |
| 10Y | +342.9% | +88.9% | +254.0% | +212.1% |
| All | +3,896.6% | +1,694.1% | +2,202.5% | +1,058.1% |
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 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