+495.9%
CMI vs PEGA
+180.6%
+315.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.8% | -1.2% |
| 7D | +0.8% | -5.3% | +6.1% | +1.7% |
| 30D | -12.8% | +8.3% | -21.1% | -14.1% |
| 3M | -12.4% | +8.9% | -21.4% | -14.7% |
| 6M | -0.9% | -19.7% | +18.9% | +1.6% |
| YTD | +8.9% | -39.9% | +48.8% | +17.1% |
| 1Y | +37.7% | -36.4% | +74.1% | +45.5% |
| 3Y | +148.9% | +52.8% | +96.1% | +108.0% |
| 5Y | +164.4% | -45.7% | +210.0% | +177.4% |
| All | +495.9% | +180.6% | +315.4% | +277.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling