+166.6%
CMI vs PEGA
-48.2%
+214.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -1.0% |
| 7D | +0.7% | -6.1% | +6.8% | +1.3% |
| 30D | -12.3% | +6.4% | -18.7% | -13.0% |
| 3M | -16.8% | +2.9% | -19.7% | -17.4% |
| 6M | +1.5% | -23.8% | +25.4% | +4.3% |
| YTD | +9.8% | -41.1% | +50.9% | +16.1% |
| 1Y | +42.6% | -38.2% | +80.8% | +49.2% |
| 3Y | +151.0% | +49.8% | +101.1% | +125.0% |
| All | +166.6% | -48.2% | +214.8% | +172.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling