+477.1%
CMS vs PEGA
+1,209.2%
-732.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +0.4% | +3.3% | -2.9% | +0.2% |
| 30D | -3.6% | +17.7% | -21.4% | -4.4% |
| 3M | -1.9% | +5.8% | -7.7% | -2.4% |
| 6M | -11.0% | -20.3% | +9.3% | -10.3% |
| YTD | +0.2% | -37.1% | +37.3% | +2.0% |
| 1Y | -1.3% | -30.2% | +28.9% | -0.2% |
| 3Y | +35.9% | +48.1% | -12.2% | +30.3% |
| 5Y | +23.1% | -46.8% | +69.9% | +22.6% |
| 10Y | +117.9% | +191.3% | -73.4% | +97.3% |
| All | +477.1% | +1,209.2% | -732.1% | +354.1% |
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