-4.0%
CMS vs PEGA
-47.0%
+43.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -1.1% | -8.6% | +7.5% | -1.3% |
| 30D | +6.6% | -10.1% | +16.7% | +6.3% |
| 3M | +0.8% | -4.7% | +5.6% | +0.8% |
| 6M | -3.3% | -8.0% | +4.6% | -3.6% |
| YTD | +2.7% | -47.1% | +49.9% | -0.8% |
| 1Y | -4.0% | -47.5% | +43.4% | -7.3% |
| All | -4.0% | -47.0% | +43.0% | -7.3% |
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 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