+495.8%
CMS vs PEGA
+1,076.4%
-580.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.3% |
| 7D | +1.7% | -1.6% | +3.3% | +1.7% |
| 30D | +8.6% | -3.0% | +11.6% | +8.7% |
| 3M | -0.5% | +5.8% | -6.3% | -0.9% |
| 6M | -4.2% | -8.8% | +4.7% | -4.1% |
| YTD | +3.4% | -43.5% | +47.0% | +5.8% |
| 1Y | +0.4% | -43.4% | +43.8% | +2.6% |
| 3Y | +38.2% | +48.6% | -10.4% | +32.4% |
| 5Y | +35.4% | -43.3% | +78.7% | +34.4% |
| 10Y | +131.7% | +109.7% | +22.0% | +113.1% |
| All | +495.8% | +1,076.4% | -580.6% | +371.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling