+11.7%
CMI vs PEGA
-44.4%
+56.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | -11.2% | -2.9% | -8.4% | -11.5% |
| 30D | -9.8% | -0.5% | -9.4% | -9.8% |
| 3M | -25.5% | +8.5% | -34.0% | -24.8% |
| 6M | -27.7% | -6.3% | -21.4% | -26.1% |
| YTD | -6.6% | -42.2% | +35.6% | -3.2% |
| 1Y | +11.7% | -43.4% | +55.1% | +18.4% |
| All | +11.7% | -44.4% | +56.1% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling