+121.7%
CMS vs PEGA
+101.4%
+20.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -1.9% |
| 7D | -1.3% | -4.5% | +3.2% | -1.0% |
| 30D | +6.3% | -5.7% | +12.0% | +6.7% |
| 3M | -2.1% | +2.6% | -4.6% | -2.4% |
| 6M | -5.1% | -10.6% | +5.5% | -4.8% |
| YTD | +1.3% | -45.5% | +46.7% | +4.7% |
| 1Y | -1.4% | -44.8% | +43.4% | +1.8% |
| 3Y | +36.9% | +45.5% | -8.6% | +26.3% |
| 5Y | +32.5% | -45.3% | +77.8% | +33.2% |
| All | +121.7% | +101.4% | +20.3% | +93.9% |
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