+37.4%
CMI vs PEGA
-36.0%
+73.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +1.4% |
| 7D | -0.7% | -3.0% | +2.3% | -1.0% |
| 30D | -12.4% | +15.9% | -28.3% | -11.2% |
| 3M | -14.8% | +10.8% | -25.6% | -13.0% |
| 6M | +0.8% | -16.5% | +17.3% | +3.3% |
| YTD | +10.2% | -39.0% | +49.2% | +12.4% |
| 1Y | +37.4% | -37.3% | +74.7% | +40.0% |
| All | +37.4% | -36.0% | +73.5% | +40.0% |
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